+210.4%
URI vs VICR
+53.8%
+156.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.1% |
| 7D | +2.5% | +9.8% | -7.3% | +0.9% |
| 30D | -12.5% | -12.6% | +0.1% | -10.9% |
| 3M | -6.2% | -29.7% | +23.5% | -2.3% |
| 6M | +25.9% | +18.8% | +7.0% | +16.7% |
| YTD | +26.2% | +76.4% | -50.2% | +7.9% |
| 1Y | +5.5% | +282.4% | -276.9% | -23.2% |
| 3Y | +125.0% | +206.2% | -81.2% | +58.9% |
| 5Y | +210.4% | +53.9% | +156.5% | +127.1% |
| All | +210.4% | +53.8% | +156.6% | +127.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling