+213.8%
VICR vs EXEL
+154.7%
+59.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -2.3% | +13.4% | +11.5% |
| 7D | +5.0% | -4.9% | +9.9% | +5.8% |
| 30D | -12.5% | +11.4% | -23.9% | -14.4% |
| 3M | -33.6% | +4.9% | -38.5% | -34.6% |
| 6M | +10.7% | +34.4% | -23.7% | +4.1% |
| YTD | +80.6% | +28.0% | +52.5% | +70.8% |
| 1Y | +288.4% | +43.6% | +244.7% | +259.6% |
| 3Y | +213.8% | +155.2% | +58.6% | +204.9% |
| All | +213.8% | +154.7% | +59.1% | +204.9% |
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