+942.8%
VICR vs EXEL
+264.7%
+678.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +3.1% |
| 7D | +9.8% | +1.4% | +8.5% | +9.5% |
| 30D | -12.6% | +6.7% | -19.3% | -14.2% |
| 3M | -29.7% | +11.5% | -41.2% | -32.1% |
| 6M | +18.8% | +38.8% | -20.0% | +8.9% |
| YTD | +76.4% | +31.6% | +44.8% | +63.3% |
| 1Y | +282.4% | +53.0% | +229.3% | +239.9% |
| 3Y | +206.2% | +160.8% | +45.3% | +129.4% |
| 5Y | +53.9% | +190.1% | -136.2% | +11.0% |
| 10Y | +1,572.3% | +367.0% | +1,205.4% | +853.4% |
| All | +942.8% | +264.7% | +678.1% | +189.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling