+182.3%
VICR vs NWSA
+43.0%
+139.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.8% |
| 7D | -0.4% | -4.8% | +4.4% | +1.7% |
| 30D | -15.6% | +3.0% | -18.5% | -17.0% |
| 3M | -35.4% | +9.3% | -44.7% | -39.6% |
| 6M | +1.3% | +23.2% | -21.9% | -13.5% |
| YTD | +62.5% | +13.3% | +49.1% | +46.0% |
| 1Y | +255.5% | +2.9% | +252.6% | +246.4% |
| All | +182.3% | +43.0% | +139.3% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling