+48.1%
VICR vs ALC
-17.4%
+65.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.3% |
| 7D | +1.3% | -5.3% | +6.5% | +4.6% |
| 30D | -11.9% | -7.1% | -4.9% | -8.3% |
| 3M | -35.1% | +0.8% | -35.9% | -37.0% |
| 6M | +8.1% | -16.0% | +24.1% | +18.2% |
| YTD | +67.8% | -12.7% | +80.5% | +78.0% |
| 1Y | +267.3% | -12.8% | +280.1% | +289.4% |
| 3Y | +191.2% | -15.8% | +207.1% | +208.4% |
| 5Y | +48.1% | -16.7% | +64.7% | +52.6% |
| All | +48.1% | -17.4% | +65.5% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling