+3,603.4%
VICR vs NWSA
+123.2%
+3,480.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +3.6% |
| 7D | +9.8% | -2.6% | +12.5% | +11.4% |
| 30D | -12.6% | +4.6% | -17.2% | -15.2% |
| 3M | -29.7% | +10.2% | -39.9% | -35.6% |
| 6M | +18.8% | +21.6% | -2.8% | +2.1% |
| YTD | +76.4% | +14.6% | +61.7% | +55.3% |
| 1Y | +282.4% | +0.4% | +282.0% | +264.1% |
| 3Y | +206.2% | +45.0% | +161.2% | +134.7% |
| 5Y | +53.9% | +41.3% | +12.6% | +17.9% |
| 10Y | +1,572.3% | +142.8% | +1,429.5% | +762.1% |
| All | +3,603.4% | +123.2% | +3,480.3% | +1,935.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling