+1,044.2%
VICR vs ACM
+132.6%
+911.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.8% |
| 7D | +8.3% | +5.6% | +2.7% | +4.8% |
| 30D | -35.2% | +20.8% | -56.0% | -42.6% |
| 3M | -29.8% | +11.4% | -41.2% | -35.5% |
| 6M | -48.6% | +0.9% | -49.5% | -51.1% |
| YTD | +45.1% | -24.8% | +69.9% | +66.6% |
| 1Y | +79.6% | -46.4% | +126.0% | +158.6% |
| 3Y | +335.4% | -9.2% | +344.6% | +336.9% |
| 5Y | -1.0% | +5.0% | -6.0% | -8.8% |
| All | +1,044.2% | +132.6% | +911.6% | +520.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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