+80.0%
VICR vs CASY
+32.1%
+47.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.4% | -12.6% | -11.3% |
| 7D | -26.6% | +0.8% | -27.4% | -26.7% |
| 30D | -47.9% | +9.4% | -57.4% | -49.3% |
| 3M | -29.8% | -20.6% | -9.2% | -26.2% |
| 6M | -36.6% | -20.7% | -15.9% | -29.5% |
| YTD | +45.1% | +22.5% | +22.6% | +26.9% |
| 1Y | +80.0% | +29.5% | +50.5% | +61.1% |
| All | +80.0% | +32.1% | +47.9% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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