+255.5%
VICR vs ALM
+279.2%
-23.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.6% | +6.4% | -0.7% |
| 7D | -0.4% | -7.1% | +6.7% | +1.4% |
| 30D | -15.6% | +24.7% | -40.2% | -20.5% |
| 3M | -35.4% | +8.3% | -43.7% | -37.3% |
| 6M | +1.3% | -22.2% | +23.4% | +1.2% |
| YTD | +62.5% | +88.1% | -25.6% | +69.5% |
| 1Y | +255.5% | +272.4% | -16.9% | +230.1% |
| All | +255.5% | +279.2% | -23.7% | +230.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling