+1,601.7%
VICR vs URA
+346.2%
+1,255.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -3.3% | +14.4% | +12.9% |
| 7D | +5.0% | -5.5% | +10.5% | +8.1% |
| 30D | -12.5% | -3.7% | -8.8% | -11.0% |
| 3M | -33.6% | -2.9% | -30.7% | -32.3% |
| 6M | +10.7% | -15.2% | +25.9% | +23.4% |
| YTD | +80.6% | +1.9% | +78.7% | +84.3% |
| 1Y | +288.4% | +6.9% | +281.4% | +277.6% |
| 3Y | +213.8% | +99.6% | +114.2% | +115.6% |
| 5Y | +58.8% | +101.2% | -42.3% | +3.8% |
| All | +1,601.7% | +346.2% | +1,255.6% | +513.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling