+9,144.2%
USB vs VICR
+9,351.1%
-207.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.7% | -9.2% | -1.7% |
| 7D | 0.0% | -23.1% | +23.1% | +3.4% |
| 30D | +5.8% | -48.1% | +53.9% | +14.6% |
| 3M | -6.0% | -32.8% | +26.9% | -3.0% |
| 6M | +7.8% | -47.6% | +55.4% | +11.8% |
| YTD | +14.6% | +34.0% | -19.4% | +1.2% |
| 1Y | +31.8% | +65.0% | -33.2% | +12.6% |
| 3Y | +91.5% | +277.1% | -185.6% | +35.9% |
| 5Y | +22.0% | -5.3% | +27.3% | -1.5% |
| 10Y | +96.1% | +1,075.0% | -979.0% | -0.1% |
| All | +9,144.2% | +9,351.1% | -207.0% | +3,368.6% |
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