+7,883.4%
URI vs VICR
+597.8%
+7,285.6%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | +3.1% |
| 7D | +2.6% | +5.7% | -3.1% | +1.0% |
| 30D | +9.1% | -35.2% | +44.3% | +19.7% |
| 3M | +1.0% | -20.3% | +21.3% | +2.8% |
| 6M | +23.3% | -46.3% | +69.6% | +33.9% |
| YTD | +43.3% | +53.4% | -10.1% | +12.5% |
| 1Y | +35.9% | +81.6% | -45.6% | +1.7% |
| 3Y | +158.6% | +360.5% | -201.9% | +34.2% |
| 5Y | +213.1% | +4.4% | +208.7% | +111.5% |
| 10Y | +1,213.1% | +1,055.3% | +157.7% | +305.2% |
| All | +7,883.4% | +597.8% | +7,285.6% | +1,583.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling