+118.8%
VICR vs JAAA
+29.3%
+89.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | +1.3% | +0.1% | +1.2% | +1.0% |
| 30D | -11.9% | +0.5% | -12.4% | -13.2% |
| 3M | -35.1% | +1.2% | -36.4% | -37.7% |
| 6M | +8.1% | +2.7% | +5.4% | -0.8% |
| YTD | +67.8% | +3.2% | +64.6% | +52.0% |
| 1Y | +267.3% | +4.8% | +262.5% | +218.6% |
| 3Y | +191.2% | +19.0% | +172.2% | +95.1% |
| 5Y | +48.1% | +26.8% | +21.3% | -16.0% |
| All | +118.8% | +29.3% | +89.5% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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