+206.2%
VICR vs EXR
+23.6%
+182.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | +9.8% | -0.7% | +10.5% | +10.1% |
| 30D | -12.6% | -6.9% | -5.7% | -10.2% |
| 3M | -29.7% | -3.0% | -26.7% | -30.0% |
| 6M | +18.8% | -2.9% | +21.8% | +18.2% |
| YTD | +76.4% | +9.3% | +67.1% | +67.1% |
| 1Y | +282.4% | -0.9% | +283.3% | +277.0% |
| 3Y | +206.2% | +24.7% | +181.5% | +138.8% |
| All | +206.2% | +23.6% | +182.6% | +138.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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