+33.9%
USB vs VICR
+70.3%
-36.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +0.9% |
| 7D | +2.6% | +8.3% | -5.7% | +2.4% |
| 30D | +8.4% | -35.2% | +43.6% | +9.2% |
| 3M | -5.5% | -29.8% | +24.3% | -5.3% |
| 6M | +17.7% | -48.6% | +66.3% | +18.3% |
| YTD | +17.6% | +45.1% | -27.6% | +1.0% |
| 1Y | +33.9% | +79.6% | -45.7% | +9.3% |
| All | +33.9% | +70.3% | -36.4% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling