+292.2%
VIAV vs VICR
+209.3%
+82.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +11.2% | -7.5% | +0.1% |
| 7D | +11.2% | +5.0% | +6.2% | +9.4% |
| 30D | -10.1% | -12.5% | +2.4% | -6.4% |
| 3M | -22.9% | -33.6% | +10.7% | -13.3% |
| 6M | +28.8% | +10.7% | +18.1% | +25.5% |
| YTD | +117.5% | +80.6% | +36.9% | +93.4% |
| 1Y | +216.1% | +288.4% | -72.3% | +141.2% |
| 3Y | +292.2% | +213.8% | +78.4% | +179.9% |
| All | +292.2% | +209.3% | +82.9% | +179.9% |
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