+210.7%
VICR vs ADVB
-89.4%
+300.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.3% | +0.5% | -4.9% |
| 7D | +1.3% | -13.0% | +14.3% | +1.3% |
| 30D | -11.9% | +7.5% | -19.4% | -12.0% |
| 3M | -35.1% | +129.1% | -164.2% | -34.5% |
| 6M | +8.1% | +71.7% | -63.6% | +7.5% |
| YTD | +67.8% | +45.5% | +22.2% | +68.5% |
| 1Y | +267.3% | -2.7% | +270.0% | +269.5% |
| All | +210.7% | -89.4% | +300.1% | +299.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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