+48.1%
VICR vs COO
-44.2%
+92.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.2% | +1.3% | -1.9% |
| 7D | +1.3% | -9.0% | +10.2% | +5.8% |
| 30D | -11.9% | -16.8% | +4.9% | -4.1% |
| 3M | -35.1% | -7.5% | -27.6% | -34.2% |
| 6M | +8.1% | -16.3% | +24.4% | +15.8% |
| YTD | +67.8% | -22.5% | +90.3% | +88.7% |
| 1Y | +267.3% | -7.0% | +274.3% | +267.2% |
| 3Y | +191.2% | -27.5% | +218.7% | +220.8% |
| 5Y | +48.1% | -43.3% | +91.4% | +73.0% |
| All | +48.1% | -44.2% | +92.3% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling