+8,839.7%
VICR vs TAP
+922.0%
+7,917.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.6% | +5.5% |
| 7D | +0.4% | -2.3% | +2.7% | +1.0% |
| 30D | -13.9% | -2.1% | -11.8% | -13.8% |
| 3M | -38.4% | +6.6% | -45.0% | -40.2% |
| 6M | -7.2% | -11.5% | +4.3% | -6.1% |
| YTD | +72.0% | -10.3% | +82.3% | +73.1% |
| 1Y | +263.3% | -14.4% | +277.7% | +268.2% |
| 3Y | +173.3% | -28.3% | +201.5% | +186.7% |
| 5Y | +47.3% | +1.7% | +45.6% | +39.0% |
| 10Y | +1,495.2% | -49.2% | +1,544.4% | +1,607.1% |
| All | +8,839.7% | +922.0% | +7,917.7% | +4,127.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling