+517.6%
VICR vs ALC
+24.0%
+493.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.7% | +6.8% |
| 7D | +0.4% | -2.1% | +2.5% | +1.7% |
| 30D | -13.9% | -0.1% | -13.8% | -14.5% |
| 3M | -38.4% | +5.9% | -44.3% | -42.0% |
| 6M | -7.2% | -15.9% | +8.7% | +1.2% |
| YTD | +72.0% | -10.1% | +82.1% | +78.3% |
| 1Y | +263.3% | -10.2% | +273.5% | +276.5% |
| 3Y | +173.3% | -13.6% | +186.8% | +185.5% |
| 5Y | +47.3% | -15.1% | +62.4% | +53.3% |
| All | +517.6% | +24.0% | +493.6% | +366.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling