+225.7%
VIK vs VICR
+514.8%
-289.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.2% | -10.0% | -0.8% |
| 7D | -0.9% | +5.0% | -5.9% | -1.9% |
| 30D | -18.4% | -12.5% | -5.9% | -16.7% |
| 3M | -8.8% | -33.6% | +24.8% | -3.7% |
| 6M | +17.1% | +10.7% | +6.5% | +8.3% |
| YTD | +19.0% | +80.6% | -61.5% | -0.1% |
| 1Y | +30.1% | +288.4% | -258.2% | -7.5% |
| All | +225.7% | +514.8% | -289.1% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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