+124.8%
VGT vs VICR
+209.3%
-84.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.2% | -10.0% | -0.6% |
| 7D | -0.2% | +5.0% | -5.1% | -1.1% |
| 30D | -0.4% | -12.5% | +12.0% | +1.3% |
| 3M | +4.4% | -33.6% | +38.0% | +9.8% |
| 6M | +32.1% | +10.7% | +21.4% | +25.4% |
| YTD | +28.8% | +80.6% | -51.8% | +11.9% |
| 1Y | +35.3% | +288.4% | -253.0% | +2.0% |
| 3Y | +124.8% | +213.8% | -89.0% | +67.6% |
| All | +124.8% | +209.3% | -84.5% | +67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling