+3,498.3%
VICR vs ALM
+7,705.7%
-4,207.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +5.5% |
| 7D | +0.4% | -2.6% | +3.0% | +0.5% |
| 30D | -13.9% | +32.0% | -45.9% | -14.3% |
| 3M | -38.4% | -15.0% | -23.4% | -38.3% |
| 6M | -7.2% | -10.1% | +2.9% | -7.1% |
| YTD | +72.0% | +99.4% | -27.4% | +70.7% |
| 1Y | +263.3% | +316.4% | -53.1% | +257.1% |
| 3Y | +173.3% | +2,022.0% | -1,848.7% | +162.5% |
| 5Y | +47.3% | +941.2% | -893.9% | +42.2% |
| 10Y | +1,495.2% | +2,950.3% | -1,455.2% | +1,405.1% |
| All | +3,498.3% | +7,705.7% | -4,207.5% | +3,102.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling