+1,044.2%
VICR vs TAP
-46.0%
+1,090.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.2% | -6.7% | -3.9% |
| 7D | +8.3% | +1.3% | +7.0% | +8.0% |
| 30D | -35.2% | +5.7% | -40.9% | -36.3% |
| 3M | -29.8% | -1.9% | -27.9% | -30.3% |
| 6M | -48.6% | +0.9% | -49.5% | -49.8% |
| YTD | +45.1% | -9.5% | +54.6% | +45.0% |
| 1Y | +79.6% | -9.0% | +88.5% | +78.8% |
| 3Y | +335.4% | -22.2% | +357.6% | +347.0% |
| 5Y | -1.0% | +1.2% | -2.2% | -8.4% |
| All | +1,044.2% | -46.0% | +1,090.2% | +1,018.9% |
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