+489.2%
VALE vs VICR
+1,679.8%
-1,190.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.2% | -11.5% | -2.2% |
| 7D | -0.3% | +5.0% | -5.2% | -1.2% |
| 30D | +8.6% | -12.5% | +21.1% | +10.5% |
| 3M | +2.0% | -33.6% | +35.6% | +7.1% |
| 6M | +2.1% | +10.7% | -8.6% | -4.4% |
| YTD | +20.2% | +80.6% | -60.4% | +2.5% |
| 1Y | +55.2% | +288.4% | -233.2% | +13.9% |
| 3Y | +45.9% | +213.8% | -167.9% | +3.4% |
| 5Y | +41.4% | +58.8% | -17.5% | +4.9% |
| All | +489.2% | +1,679.8% | -1,190.5% | +110.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling