+89.2%
USB vs VICR
+1,187.5%
-1,098.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.3% | -8.8% | +1.1% |
| 7D | +0.8% | -6.5% | +7.3% | +1.3% |
| 30D | +6.8% | -38.5% | +45.3% | +12.3% |
| 3M | -3.8% | -26.1% | +22.3% | -2.4% |
| 6M | +11.7% | -36.2% | +48.0% | +12.3% |
| YTD | +17.5% | +49.2% | -31.7% | +1.5% |
| 1Y | +33.8% | +87.0% | -53.3% | +11.4% |
| 3Y | +104.2% | +350.4% | -246.2% | +38.5% |
| 5Y | +26.4% | +3.7% | +22.7% | +1.3% |
| 10Y | +89.2% | +1,084.9% | -995.7% | -3.0% |
| All | +89.2% | +1,187.5% | -1,098.3% | -3.0% |
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