+206.2%
VICR vs ALC
-15.5%
+221.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +3.4% |
| 7D | +9.8% | -3.7% | +13.5% | +11.6% |
| 30D | -12.6% | -3.7% | -8.9% | -11.6% |
| 3M | -29.7% | +4.6% | -34.2% | -32.7% |
| 6M | +18.8% | -14.6% | +33.4% | +28.5% |
| YTD | +76.4% | -11.9% | +88.3% | +86.4% |
| 1Y | +282.4% | -13.1% | +295.5% | +307.4% |
| 3Y | +206.2% | -15.0% | +221.2% | +226.1% |
| All | +206.2% | -15.5% | +221.7% | +226.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling