+41.2%
USB vs VICR
+47.8%
-6.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.7% | -0.8% |
| 7D | +1.4% | +0.4% | +1.0% | +1.4% |
| 30D | -1.3% | -13.9% | +12.6% | 0.0% |
| 3M | +15.2% | -38.4% | +53.6% | +19.4% |
| 6M | +18.8% | -7.2% | +26.0% | +15.0% |
| YTD | +21.0% | +72.0% | -51.0% | +7.9% |
| 1Y | +34.0% | +263.3% | -229.3% | +7.6% |
| 3Y | +95.3% | +173.3% | -77.9% | +54.7% |
| All | +41.2% | +47.8% | -6.6% | +7.8% |
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