+3,297.7%
V vs VICR
+1,315.8%
+1,982.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | -0.4% | +21.9% | -22.3% | -3.3% |
| 30D | +6.3% | -38.4% | +44.7% | +12.5% |
| 3M | +17.2% | -27.2% | +44.3% | +19.2% |
| 6M | +29.2% | -43.7% | +72.9% | +32.8% |
| YTD | +20.8% | +50.3% | -29.5% | +2.3% |
| 1Y | +25.0% | +74.6% | -49.5% | +3.0% |
| 3Y | +75.3% | +351.2% | -275.9% | +11.8% |
| 5Y | +105.8% | +2.5% | +103.4% | +57.7% |
| 10Y | +451.9% | +1,031.9% | -580.0% | +122.1% |
| All | +3,297.7% | +1,315.8% | +1,982.0% | +945.7% |
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