+187.0%
VICR vs VLTO
+56.1%
+130.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.8% | +10.5% | +11.2% |
| 7D | -6.5% | +2.0% | -8.6% | -6.8% |
| 30D | -38.5% | +21.8% | -60.3% | -41.2% |
| 3M | -26.1% | +20.2% | -46.3% | -29.2% |
| 6M | -36.2% | +36.3% | -72.6% | -42.9% |
| YTD | +49.2% | +18.8% | +30.4% | +44.1% |
| 1Y | +87.0% | +20.4% | +66.6% | +78.7% |
| 3Y | +350.4% | +71.9% | +278.5% | +254.2% |
| All | +187.0% | +56.1% | +130.9% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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