+84.9%
USB vs VICR
+1,054.9%
-970.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | +1.4% | -9.7% | +11.1% | +2.4% |
| 30D | +6.4% | -39.2% | +45.7% | +12.1% |
| 3M | -4.5% | -22.6% | +18.1% | -3.6% |
| 6M | +11.4% | -37.0% | +48.3% | +12.1% |
| YTD | +17.1% | +47.5% | -30.4% | +1.3% |
| 1Y | +32.6% | +75.0% | -42.4% | +11.5% |
| 3Y | +101.8% | +343.0% | -241.1% | +37.3% |
| 5Y | +25.1% | +3.9% | +21.2% | +0.2% |
| 10Y | +84.9% | +1,034.6% | -949.7% | -4.7% |
| All | +84.9% | +1,054.9% | -970.0% | -4.7% |
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 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