-92.5%
UUUU vs VICR
+1,917.8%
-2,010.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.2% | -3.2% | -5.5% |
| 7D | -5.0% | -0.4% | -4.6% | -5.0% |
| 30D | -7.8% | -15.6% | +7.8% | -4.1% |
| 3M | -0.4% | -35.4% | +34.9% | +9.6% |
| 6M | -32.9% | +1.3% | -34.2% | -35.9% |
| YTD | -6.3% | +62.5% | -68.7% | -20.8% |
| 1Y | +7.9% | +255.5% | -247.5% | -27.1% |
| 3Y | +85.2% | +182.0% | -96.8% | +21.1% |
| 5Y | +97.0% | +42.9% | +54.1% | +39.5% |
| 10Y | +492.6% | +1,494.0% | -1,001.4% | +108.5% |
| All | -92.5% | +1,917.8% | -2,010.2% | -97.3% |
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 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