+206.2%
VICR vs CASY
+209.8%
-3.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.5% | +3.3% |
| 7D | +9.8% | -4.4% | +14.2% | +11.0% |
| 30D | -12.6% | -12.0% | -0.6% | -9.8% |
| 3M | -29.7% | -2.3% | -27.4% | -30.8% |
| 6M | +18.8% | +10.5% | +8.3% | +13.1% |
| YTD | +76.4% | +33.0% | +43.4% | +60.2% |
| 1Y | +282.4% | +41.1% | +241.2% | +238.6% |
| 3Y | +206.2% | +207.5% | -1.3% | +126.2% |
| All | +206.2% | +209.8% | -3.6% | +126.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling