+9.4%
VG vs VICR
+271.8%
-262.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +2.4% |
| 7D | -2.5% | +9.8% | -12.4% | -1.6% |
| 30D | +11.1% | -12.6% | +23.7% | +10.0% |
| 3M | +14.9% | -29.7% | +44.6% | +12.4% |
| 6M | +18.4% | +18.8% | -0.5% | +20.5% |
| YTD | +116.6% | +76.4% | +40.2% | +99.5% |
| 1Y | +9.4% | +282.4% | -273.0% | -23.7% |
| All | +9.4% | +271.8% | -262.4% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling