+48.1%
VICR vs ALM
+958.0%
-909.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.8% | -4.5% |
| 7D | +1.3% | +3.6% | -2.4% | +0.9% |
| 30D | -11.9% | +33.8% | -45.7% | -14.7% |
| 3M | -35.1% | +14.8% | -49.9% | -36.3% |
| 6M | +8.1% | -7.0% | +15.1% | +7.4% |
| YTD | +67.8% | +108.1% | -40.3% | +62.6% |
| 1Y | +267.3% | +313.8% | -46.5% | +245.4% |
| 3Y | +191.2% | +2,227.6% | -2,036.4% | +157.3% |
| 5Y | +48.1% | +956.6% | -908.6% | +42.6% |
| All | +48.1% | +958.0% | -909.9% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling