-100.0%
VIVK vs VICR
+2,544.5%
-2,644.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.6% | +2.7% |
| 7D | -9.5% | -0.4% | -9.1% | -9.5% |
| 30D | -35.1% | -15.6% | -19.5% | -34.3% |
| 3M | -93.4% | -35.4% | -58.0% | -93.2% |
| 6M | -98.0% | +1.3% | -99.3% | -98.1% |
| YTD | -97.9% | +62.5% | -160.3% | -98.1% |
| 1Y | -100.0% | +255.5% | -355.4% | -100.0% |
| 3Y | -100.0% | +182.0% | -282.0% | -100.0% |
| 5Y | -100.0% | +42.9% | -142.9% | -100.0% |
| 10Y | -100.0% | +1,494.0% | -1,594.0% | -100.0% |
| All | -100.0% | +2,544.5% | -2,644.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling