+267.3%
VICR vs CASY
+22.7%
+244.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -14.2% | +9.4% | -2.5% |
| 7D | +1.3% | -16.5% | +17.8% | +4.2% |
| 30D | -11.9% | -26.4% | +14.4% | -7.6% |
| 3M | -35.1% | -17.3% | -17.8% | -34.2% |
| 6M | +8.1% | -5.2% | +13.3% | +6.6% |
| YTD | +67.8% | +14.1% | +53.7% | +77.0% |
| 1Y | +267.3% | +16.6% | +250.7% | +287.2% |
| All | +267.3% | +22.7% | +244.6% | +287.2% |
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