+9,190.8%
USB vs VICR
+8,593.2%
+597.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -15.1% | +13.0% | 0.0% |
| 7D | -1.5% | -34.6% | +33.1% | +4.2% |
| 30D | +4.3% | -54.9% | +59.2% | +15.3% |
| 3M | -6.1% | -38.3% | +32.3% | -1.9% |
| 6M | +9.4% | -49.2% | +58.6% | +14.0% |
| YTD | +15.2% | +23.3% | -8.1% | +3.0% |
| 1Y | +32.8% | +42.4% | -9.6% | +15.9% |
| 3Y | +91.3% | +244.9% | -153.6% | +37.6% |
| 5Y | +22.7% | -12.9% | +35.5% | +0.2% |
| 10Y | +97.0% | +980.8% | -883.8% | +1.7% |
| All | +9,190.8% | +8,593.2% | +597.7% | +3,430.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling