+42.9%
VICR vs TAP
-2.6%
+45.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -0.4% | -5.3% | +4.9% | -0.4% |
| 30D | -15.6% | -7.4% | -8.2% | -15.5% |
| 3M | -35.4% | -4.9% | -30.5% | -35.5% |
| 6M | +1.3% | -14.2% | +15.5% | +2.4% |
| YTD | +62.5% | -14.8% | +77.3% | +64.2% |
| 1Y | +255.5% | -18.1% | +273.6% | +261.4% |
| 3Y | +182.0% | -32.7% | +214.7% | +195.4% |
| 5Y | +42.9% | -0.5% | +43.4% | +41.6% |
| All | +42.9% | -2.6% | +45.5% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling