+105.8%
V vs VICR
+1.5%
+104.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.7% |
| 7D | -0.4% | +21.9% | -22.3% | -1.2% |
| 30D | +6.3% | -38.4% | +44.7% | +8.1% |
| 3M | +17.2% | -27.2% | +44.3% | +17.7% |
| 6M | +29.2% | -43.7% | +72.9% | +30.3% |
| YTD | +20.8% | +50.3% | -29.5% | +12.7% |
| 1Y | +25.0% | +74.6% | -49.5% | +15.3% |
| 3Y | +75.3% | +351.2% | -275.9% | +45.6% |
| 5Y | +105.8% | +2.5% | +103.4% | +72.4% |
| All | +105.8% | +1.5% | +104.4% | +72.4% |
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 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