+48.1%
VICR vs URA
+132.7%
-84.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.5% | -4.1% |
| 7D | +1.3% | +5.7% | -4.5% | -2.0% |
| 30D | -11.9% | +5.6% | -17.5% | -14.8% |
| 3M | -35.1% | +6.2% | -41.3% | -37.0% |
| 6M | +8.1% | -8.2% | +16.4% | +15.8% |
| YTD | +67.8% | +9.7% | +58.1% | +65.0% |
| 1Y | +267.3% | +17.0% | +250.3% | +240.6% |
| 3Y | +191.2% | +118.5% | +72.7% | +88.8% |
| 5Y | +48.1% | +134.3% | -86.3% | -8.9% |
| All | +48.1% | +132.7% | -84.6% | -8.9% |
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 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