+226.7%
VICR vs ADVB
-88.8%
+315.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.8% | +6.3% | +2.5% |
| 7D | +9.8% | -14.0% | +23.8% | +9.8% |
| 30D | -12.6% | +41.0% | -53.6% | -12.7% |
| 3M | -29.7% | +127.9% | -157.6% | -29.0% |
| 6M | +18.8% | +101.3% | -82.5% | +17.6% |
| YTD | +76.4% | +53.8% | +22.6% | +77.2% |
| 1Y | +282.4% | +4.4% | +277.9% | +284.2% |
| All | +226.7% | -88.8% | +315.5% | +320.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling