+7,441.0%
VICR vs TAP
+930.6%
+6,510.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.2% | -6.7% | -4.1% |
| 7D | +8.3% | +1.3% | +7.0% | +7.9% |
| 30D | -35.2% | +5.7% | -40.9% | -36.6% |
| 3M | -29.8% | -1.9% | -27.9% | -30.5% |
| 6M | -48.6% | +0.9% | -49.5% | -50.0% |
| YTD | +45.1% | -9.5% | +54.6% | +44.0% |
| 1Y | +79.6% | -9.0% | +88.5% | +77.7% |
| 3Y | +335.4% | -22.2% | +357.6% | +342.6% |
| 5Y | -1.0% | +1.2% | -2.2% | -7.5% |
| 10Y | +993.1% | -46.1% | +1,039.3% | +1,041.5% |
| All | +7,441.0% | +930.6% | +6,510.4% | +3,417.5% |
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