-1.7%
VICR vs EXEL
+281.2%
-282.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.1% |
| 7D | +8.3% | -0.8% | +9.1% | +8.6% |
| 30D | -35.2% | +13.1% | -48.3% | -37.2% |
| 3M | -29.8% | +36.3% | -66.2% | -35.8% |
| 6M | -48.6% | +34.5% | -83.1% | -53.2% |
| YTD | +45.1% | +57.4% | -12.3% | +26.0% |
| 1Y | +79.6% | +62.9% | +16.6% | +54.2% |
| 3Y | +335.4% | +229.5% | +105.9% | +185.0% |
| All | -1.7% | +281.2% | -282.9% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling