+78.6%
UUUU vs VICR
+57.6%
+21.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +11.2% | -16.1% | -8.1% |
| 7D | -10.5% | +5.0% | -15.5% | -12.0% |
| 30D | -10.5% | -12.5% | +2.0% | -7.9% |
| 3M | -14.1% | -33.6% | +19.5% | -6.3% |
| 6M | -35.5% | +10.7% | -46.1% | -40.3% |
| YTD | -10.9% | +80.6% | -91.5% | -27.2% |
| 1Y | +3.4% | +288.4% | -285.0% | -31.6% |
| 3Y | +73.1% | +213.8% | -140.7% | +10.9% |
| All | +78.6% | +57.6% | +21.0% | +53.0% |
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 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