+9.5%
V vs VICR
+253.2%
-243.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.1% | -0.1% |
| 7D | -3.0% | -0.4% | -2.6% | -3.0% |
| 30D | +1.2% | -15.6% | +16.8% | +1.0% |
| 3M | +13.9% | -35.4% | +49.3% | +13.2% |
| 6M | +17.2% | +1.3% | +16.0% | +13.7% |
| YTD | +5.3% | +62.5% | -57.1% | +1.7% |
| 1Y | +9.5% | +255.5% | -246.0% | +8.4% |
| All | +9.5% | +253.2% | -243.7% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling