+67.7%
V vs VICR
+46.6%
+21.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.5% | -0.1% |
| 7D | -2.9% | +1.3% | -4.2% | -3.0% |
| 30D | +1.9% | -11.9% | +13.8% | +2.3% |
| 3M | +13.2% | -35.1% | +48.4% | +14.8% |
| 6M | +16.7% | +8.1% | +8.6% | +13.0% |
| YTD | +5.4% | +67.8% | -62.4% | -1.4% |
| 1Y | +7.7% | +267.3% | -259.6% | -5.4% |
| 3Y | +52.0% | +191.2% | -139.2% | +32.2% |
| 5Y | +67.7% | +48.1% | +19.7% | +42.0% |
| All | +67.7% | +46.6% | +21.1% | +42.0% |
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