+939.4%
VICR vs URA
-31.1%
+970.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.1% |
| 7D | +0.4% | +1.1% | -0.6% | -0.1% |
| 30D | -13.9% | +7.4% | -21.3% | -17.3% |
| 3M | -38.4% | -8.4% | -30.0% | -35.1% |
| 6M | -7.2% | -12.7% | +5.5% | +2.1% |
| YTD | +72.0% | +7.8% | +64.2% | +70.4% |
| 1Y | +263.3% | +19.5% | +243.8% | +234.1% |
| 3Y | +173.3% | +116.4% | +56.8% | +81.3% |
| 5Y | +47.3% | +134.3% | -87.0% | -10.2% |
| 10Y | +1,495.2% | +359.3% | +1,135.9% | +534.0% |
| All | +939.4% | -31.1% | +970.5% | +763.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling