+1,601.7%
VICR vs TAP
-49.9%
+1,651.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.3% | +9.9% | +10.9% |
| 7D | +5.0% | -3.9% | +8.8% | +5.8% |
| 30D | -12.5% | -5.3% | -7.2% | -11.8% |
| 3M | -33.6% | -3.8% | -29.8% | -33.9% |
| 6M | +10.7% | -11.4% | +22.0% | +12.0% |
| YTD | +80.6% | -13.7% | +94.3% | +83.5% |
| 1Y | +288.4% | -17.2% | +305.6% | +297.5% |
| 3Y | +213.8% | -33.1% | +246.8% | +237.4% |
| 5Y | +58.8% | +0.8% | +58.1% | +47.4% |
| All | +1,601.7% | -49.9% | +1,651.6% | +1,545.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling