-100.0%
VIVK vs VICR
+76.0%
-176.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | -11.1% | -16.3% | -28.4% |
| 7D | -68.7% | -26.6% | -42.1% | -70.2% |
| 30D | -90.0% | -47.9% | -42.1% | -90.9% |
| 3M | -98.1% | -29.8% | -68.3% | -98.1% |
| 6M | -99.9% | -36.6% | -63.3% | -99.9% |
| YTD | -99.9% | +45.1% | -145.1% | -99.9% |
| 1Y | -100.0% | +80.0% | -180.0% | -100.0% |
| All | -100.0% | +76.0% | -176.0% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling