+80.0%
VICR vs URA
-32.2%
+112.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -1.1% | -10.1% | -10.1% |
| 7D | -26.6% | -10.5% | -16.0% | -17.7% |
| 30D | -47.9% | -18.6% | -29.3% | -35.7% |
| 3M | -29.8% | -23.0% | -6.7% | -9.8% |
| 6M | -36.6% | -40.3% | +3.7% | +4.3% |
| YTD | +45.1% | -23.5% | +68.6% | +97.1% |
| 1Y | +80.0% | -31.1% | +111.1% | +159.7% |
| All | +80.0% | -32.2% | +112.2% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling