+335.4%
VICR vs COO
-24.0%
+359.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.2% | -3.6% |
| 7D | +8.3% | +0.5% | +7.8% | +8.2% |
| 30D | -35.2% | +14.2% | -49.3% | -37.5% |
| 3M | -29.8% | -18.2% | -11.6% | -26.5% |
| 6M | -48.6% | +5.3% | -53.9% | -51.7% |
| YTD | +45.1% | -23.6% | +68.7% | +58.6% |
| 1Y | +79.6% | -12.7% | +92.2% | +85.5% |
| 3Y | +335.4% | -24.2% | +359.6% | +316.2% |
| All | +335.4% | -24.0% | +359.4% | +316.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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