+24.4%
USB vs VICR
+7.1%
+17.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -0.4% |
| 7D | -0.5% | +5.7% | -6.2% | -1.2% |
| 30D | +5.7% | -35.2% | +40.9% | +9.1% |
| 3M | -4.7% | -20.3% | +15.6% | -4.4% |
| 6M | +13.4% | -46.3% | +59.7% | +16.4% |
| YTD | +17.0% | +53.4% | -36.4% | +3.9% |
| 1Y | +32.4% | +81.6% | -49.2% | +15.0% |
| 3Y | +101.7% | +360.5% | -258.9% | +49.1% |
| 5Y | +24.4% | +4.4% | +20.0% | -7.2% |
| All | +24.4% | +7.1% | +17.4% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling