+176.3%
VICR vs ADVB
-97.4%
+273.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +3.5% | +7.8% | +11.3% |
| 7D | -6.5% | -1.2% | -5.3% | -6.5% |
| 30D | -38.5% | -61.4% | +22.8% | -38.1% |
| 3M | -26.1% | -67.8% | +41.7% | -25.8% |
| 6M | -36.2% | -66.9% | +30.6% | -35.2% |
| YTD | +49.2% | -64.9% | +114.1% | +50.7% |
| 1Y | +87.0% | -74.8% | +161.8% | +91.1% |
| All | +176.3% | -97.4% | +273.8% | +257.7% |
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