+82.0%
USO vs VICR
+1,679.8%
-1,597.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +11.2% | -13.4% | -2.6% |
| 7D | +9.1% | +5.0% | +4.2% | +8.9% |
| 30D | +21.7% | -12.5% | +34.2% | +22.1% |
| 3M | +20.2% | -33.6% | +53.8% | +21.5% |
| 6M | +43.4% | +10.7% | +32.7% | +40.2% |
| YTD | +124.0% | +80.6% | +43.4% | +110.6% |
| 1Y | +112.2% | +288.4% | -176.2% | +88.7% |
| 3Y | +97.7% | +213.8% | -116.1% | +73.4% |
| 5Y | +217.4% | +58.8% | +158.6% | +185.0% |
| All | +82.0% | +1,679.8% | -1,597.8% | +20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling