+6,893.4%
URI vs VICR
+682.7%
+6,210.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.5% | -3.9% | +0.2% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | -12.9% | -13.9% | +1.0% | -10.1% |
| 3M | -6.7% | -38.4% | +31.7% | +2.6% |
| 6M | +19.0% | -7.2% | +26.2% | +12.4% |
| YTD | +25.5% | +72.0% | -46.5% | -1.0% |
| 1Y | +5.5% | +263.3% | -257.8% | -34.0% |
| 3Y | +111.3% | +173.3% | -62.0% | +29.4% |
| 5Y | +198.6% | +47.3% | +151.2% | +89.3% |
| 10Y | +1,179.9% | +1,495.2% | -315.3% | +275.0% |
| All | +6,893.4% | +682.7% | +6,210.7% | +1,381.9% |
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 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