+32.9%
URI vs VICR
+76.0%
-43.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -11.1% | +6.8% | -3.2% |
| 7D | -4.3% | -26.6% | +22.3% | -1.3% |
| 30D | +4.6% | -47.9% | +52.6% | +11.3% |
| 3M | -2.1% | -29.8% | +27.6% | +0.3% |
| 6M | +21.9% | -36.6% | +58.6% | +23.9% |
| YTD | +39.7% | +45.1% | -5.4% | +19.3% |
| 1Y | +32.9% | +80.0% | -47.2% | +9.9% |
| All | +32.9% | +76.0% | -43.1% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VICR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling