-48.6%
VICR vs ALM
-62.1%
+13.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.7% | -11.2% | -7.5% |
| 7D | +8.3% | +1.2% | +7.1% | +7.1% |
| 30D | -35.2% | -19.3% | -15.8% | -27.4% |
| 3M | -29.8% | -40.6% | +10.8% | -13.1% |
| 6M | -48.6% | -57.9% | +9.3% | -23.0% |
| All | -48.6% | -62.1% | +13.5% | -23.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling