+1,210.8%
URI vs VICR
+1,071.4%
+139.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | +3.3% |
| 7D | +2.4% | +5.7% | -3.3% | +1.0% |
| 30D | +8.9% | -35.2% | +44.1% | +17.9% |
| 3M | +0.8% | -20.3% | +21.1% | +2.5% |
| 6M | +23.1% | -46.3% | +69.4% | +32.5% |
| YTD | +43.1% | +53.4% | -10.3% | +14.7% |
| 1Y | +35.7% | +81.6% | -45.9% | +4.1% |
| 3Y | +158.2% | +360.5% | -202.4% | +39.4% |
| 5Y | +212.6% | +4.4% | +208.2% | +127.0% |
| 10Y | +1,210.8% | +1,055.3% | +155.4% | +375.0% |
| All | +1,210.8% | +1,071.4% | +139.3% | +375.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling