+1,044.2%
VICR vs URA
+266.3%
+778.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -2.5% |
| 7D | +8.3% | -1.5% | +9.8% | +9.5% |
| 30D | -35.2% | -10.4% | -24.8% | -30.0% |
| 3M | -29.8% | -29.6% | -0.2% | -13.5% |
| 6M | -48.6% | -40.3% | -8.3% | -30.1% |
| YTD | +45.1% | -25.5% | +70.6% | +79.3% |
| 1Y | +79.6% | -26.4% | +106.0% | +122.2% |
| 3Y | +335.4% | +31.4% | +304.0% | +285.1% |
| 5Y | -1.0% | +28.6% | -29.6% | -15.5% |
| All | +1,044.2% | +266.3% | +778.0% | +362.9% |
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