+263.3%
VICR vs TAP
-14.5%
+277.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.6% | +5.4% |
| 7D | +0.4% | -2.3% | +2.7% | -1.2% |
| 30D | -13.9% | -2.1% | -11.8% | -14.6% |
| 3M | -38.4% | +6.6% | -45.0% | -35.4% |
| 6M | -7.2% | -11.5% | +4.3% | -5.6% |
| YTD | +72.0% | -10.3% | +82.3% | +79.3% |
| 1Y | +263.3% | -14.4% | +277.7% | +265.6% |
| All | +263.3% | -14.5% | +277.8% | +265.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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