+80.0%
VICR vs ALC
+4.2%
+75.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +6.8% | -18.0% | -8.4% |
| 7D | -26.6% | +10.7% | -37.3% | -23.4% |
| 30D | -47.9% | +20.2% | -68.1% | -44.5% |
| 3M | -29.8% | +8.9% | -38.7% | -26.0% |
| 6M | -36.6% | +5.7% | -42.4% | -30.7% |
| YTD | +45.1% | -1.4% | +46.6% | +66.0% |
| 1Y | +80.0% | +4.7% | +75.3% | +99.2% |
| All | +80.0% | +4.2% | +75.8% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling