+421.0%
VICR vs ALC
+30.4%
+390.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.2% | -6.6% | -5.2% |
| 7D | +8.3% | -1.1% | +9.4% | +8.8% |
| 30D | -35.2% | +16.0% | -51.2% | -41.8% |
| 3M | -29.8% | +0.8% | -30.6% | -31.9% |
| 6M | -48.6% | +16.8% | -65.4% | -55.8% |
| YTD | +45.1% | -5.5% | +50.6% | +42.7% |
| 1Y | +79.6% | -5.3% | +84.8% | +76.0% |
| 3Y | +335.4% | +4.1% | +331.3% | +289.6% |
| 5Y | -1.0% | -7.1% | +6.0% | -4.4% |
| All | +421.0% | +30.4% | +390.6% | +273.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling