+182.3%
VICR vs EXEL
+160.7%
+21.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.6% | -2.9% |
| 7D | -0.4% | -2.9% | +2.5% | +0.1% |
| 30D | -15.6% | +11.9% | -27.5% | -17.4% |
| 3M | -35.4% | +9.2% | -44.6% | -36.8% |
| 6M | +1.3% | +39.1% | -37.8% | -5.2% |
| YTD | +62.5% | +31.0% | +31.4% | +53.1% |
| 1Y | +255.5% | +52.3% | +203.1% | +226.6% |
| All | +182.3% | +160.7% | +21.6% | +173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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