+1,044.2%
VICR vs ALM
+2,100.8%
-1,056.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.7% | -11.2% | -4.0% |
| 7D | +8.3% | +1.2% | +7.1% | +8.1% |
| 30D | -35.2% | -19.3% | -15.8% | -34.0% |
| 3M | -29.8% | -40.6% | +10.8% | -27.1% |
| 6M | -48.6% | -57.9% | +9.3% | -45.5% |
| YTD | +45.1% | -6.7% | +51.8% | +49.3% |
| 1Y | +79.6% | +20.2% | +59.4% | +83.1% |
| 3Y | +335.4% | +879.4% | -544.1% | +305.3% |
| 5Y | -1.0% | +415.3% | -416.3% | -6.5% |
| All | +1,044.2% | +2,100.8% | -1,056.6% | +1,003.1% |
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