+120.7%
VICR vs ABCL
-81.9%
+202.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.4% | -1.5% | -4.1% |
| 7D | +1.3% | -2.7% | +4.0% | +1.9% |
| 30D | -11.9% | +18.3% | -30.3% | -15.7% |
| 3M | -35.1% | +108.5% | -143.6% | -47.2% |
| 6M | +8.1% | +213.9% | -205.8% | -20.8% |
| YTD | +67.8% | +223.1% | -155.3% | +21.2% |
| 1Y | +267.3% | +160.6% | +106.7% | +174.1% |
| 3Y | +191.2% | +104.3% | +87.0% | +113.1% |
| 5Y | +48.1% | -40.0% | +88.1% | +21.8% |
| All | +120.7% | -81.9% | +202.6% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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