+1,431.0%
VICR vs ALM
+2,776.7%
-1,345.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.6% | +6.4% | -2.5% |
| 7D | -0.4% | -7.1% | +6.7% | +0.1% |
| 30D | -15.6% | +24.7% | -40.2% | -16.9% |
| 3M | -35.4% | +8.3% | -43.7% | -35.8% |
| 6M | +1.3% | -22.2% | +23.4% | +2.1% |
| YTD | +62.5% | +88.1% | -25.6% | +58.6% |
| 1Y | +255.5% | +272.4% | -16.9% | +236.5% |
| 3Y | +182.0% | +2,004.1% | -1,822.1% | +145.4% |
| 5Y | +42.9% | +915.8% | -872.9% | +27.2% |
| All | +1,431.0% | +2,776.7% | -1,345.8% | +1,235.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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