+206.2%
VICR vs COO
-23.3%
+229.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.3% | +3.3% |
| 7D | +9.8% | -2.3% | +12.1% | +10.5% |
| 30D | -12.6% | -8.8% | -3.8% | -10.7% |
| 3M | -29.7% | +1.3% | -31.0% | -31.3% |
| 6M | +18.8% | -11.6% | +30.4% | +23.7% |
| YTD | +76.4% | -17.4% | +93.8% | +89.8% |
| 1Y | +282.4% | -1.6% | +284.0% | +280.1% |
| 3Y | +206.2% | -22.6% | +228.8% | +211.5% |
| All | +206.2% | -23.3% | +229.5% | +211.5% |
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