+218.7%
VICR vs ADVB
-88.3%
+307.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.5% |
| 7D | +0.4% | -3.8% | +4.2% | +0.4% |
| 30D | -13.9% | +17.6% | -31.5% | -13.9% |
| 3M | -38.4% | +119.1% | -157.5% | -37.8% |
| 6M | -7.2% | +103.4% | -110.6% | -8.0% |
| YTD | +72.0% | +59.8% | +12.2% | +72.8% |
| 1Y | +263.3% | +8.5% | +254.7% | +265.0% |
| All | +218.7% | -88.3% | +307.0% | +310.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling