+3,341.8%
V vs VICR
+1,267.3%
+2,074.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.8% |
| 7D | +0.9% | +8.3% | -7.4% | -0.4% |
| 30D | +9.0% | -35.2% | +44.1% | +14.4% |
| 3M | +16.7% | -29.8% | +46.5% | +19.4% |
| 6M | +33.4% | -48.6% | +82.0% | +39.0% |
| YTD | +22.4% | +45.1% | -22.8% | +4.1% |
| 1Y | +27.7% | +79.6% | -51.9% | +4.6% |
| 3Y | +78.0% | +335.4% | -257.4% | +14.1% |
| 5Y | +108.5% | -1.0% | +109.5% | +60.5% |
| 10Y | +459.0% | +993.1% | -534.1% | +126.1% |
| All | +3,341.8% | +1,267.3% | +2,074.5% | +964.4% |
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 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