+1,841.6%
VICR vs EXR
+2,662.2%
-820.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +6.2% |
| 7D | +0.4% | -2.6% | +3.0% | +2.0% |
| 30D | -13.9% | -7.2% | -6.7% | -10.1% |
| 3M | -38.4% | -3.5% | -34.9% | -38.2% |
| 6M | -7.2% | -5.3% | -1.9% | -5.3% |
| YTD | +72.0% | +9.4% | +62.7% | +60.5% |
| 1Y | +263.3% | +1.3% | +262.0% | +253.7% |
| 3Y | +173.3% | +22.4% | +150.8% | +126.4% |
| 5Y | +47.3% | -12.2% | +59.5% | +45.9% |
| 10Y | +1,495.2% | +148.6% | +1,346.6% | +612.4% |
| All | +1,841.6% | +2,662.2% | -820.6% | +66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling