+53.9%
VICR vs ABCL
-39.9%
+93.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +9.8% | +1.4% | +8.4% | +9.4% |
| 30D | -12.6% | +65.1% | -77.7% | -26.0% |
| 3M | -29.7% | +111.1% | -140.8% | -45.2% |
| 6M | +18.8% | +231.6% | -212.8% | -19.5% |
| YTD | +76.4% | +234.5% | -158.1% | +18.0% |
| 1Y | +282.4% | +174.3% | +108.0% | +164.3% |
| 3Y | +206.2% | +111.5% | +94.7% | +108.7% |
| 5Y | +53.9% | -37.3% | +91.2% | +20.9% |
| All | +53.9% | -39.9% | +93.8% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling