+468.0%
UUUU vs VICR
+1,679.8%
-1,211.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +11.2% | -16.1% | -8.2% |
| 7D | -10.5% | +5.0% | -15.5% | -12.1% |
| 30D | -10.5% | -12.5% | +2.0% | -7.9% |
| 3M | -14.1% | -33.6% | +19.5% | -6.2% |
| 6M | -35.5% | +10.7% | -46.1% | -40.4% |
| YTD | -10.9% | +80.6% | -91.5% | -27.9% |
| 1Y | +3.4% | +288.4% | -285.0% | -33.2% |
| 3Y | +73.1% | +213.8% | -140.7% | +7.6% |
| 5Y | +87.1% | +58.8% | +28.3% | +27.1% |
| All | +468.0% | +1,679.8% | -1,211.8% | +152.9% |
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