+4.4%
VICR vs URA
+37.5%
-33.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.0% |
| 7D | +5.7% | +2.9% | +2.8% | +4.5% |
| 30D | -35.2% | -10.8% | -24.4% | -29.2% |
| 3M | -20.3% | -25.5% | +5.2% | -3.1% |
| 6M | -46.3% | -41.2% | -5.1% | -24.2% |
| YTD | +53.4% | -21.3% | +74.6% | +87.4% |
| 1Y | +81.6% | -25.7% | +107.3% | +127.4% |
| 3Y | +360.5% | +43.1% | +317.5% | +278.5% |
| 5Y | +4.4% | +35.6% | -31.2% | -18.8% |
| All | +4.4% | +37.5% | -33.1% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling