+288.4%
VICR vs NWSA
+3.0%
+285.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.2% | +10.9% | +11.2% |
| 7D | +5.0% | -2.8% | +7.8% | +3.7% |
| 30D | -12.5% | +3.0% | -15.5% | -11.3% |
| 3M | -33.6% | +12.3% | -45.9% | -29.7% |
| 6M | +10.7% | +21.9% | -11.2% | +16.3% |
| YTD | +80.6% | +13.6% | +67.0% | +91.8% |
| 1Y | +288.4% | +0.5% | +287.9% | +319.0% |
| All | +288.4% | +3.0% | +285.4% | +319.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling