-100.0%
VIVK vs VICR
+209.3%
-309.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +11.2% | -18.5% | -8.0% |
| 7D | -4.4% | +5.0% | -9.3% | -4.7% |
| 30D | -40.8% | -12.5% | -28.3% | -40.4% |
| 3M | -94.1% | -33.6% | -60.5% | -94.0% |
| 6M | -98.2% | +10.7% | -108.9% | -98.3% |
| YTD | -98.0% | +80.6% | -178.6% | -98.4% |
| 1Y | -100.0% | +288.4% | -388.3% | -100.0% |
| 3Y | -100.0% | +213.8% | -313.8% | -100.0% |
| All | -100.0% | +209.3% | -309.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling