+143.6%
VLO vs VICR
+272.1%
-128.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | 0.0% |
| 7D | +5.2% | +0.4% | +4.8% | +5.2% |
| 30D | +22.6% | -13.9% | +36.5% | +22.7% |
| 3M | +43.8% | -38.4% | +82.2% | +43.9% |
| 6M | +65.7% | -7.2% | +73.0% | +65.1% |
| YTD | +131.1% | +72.0% | +59.1% | +113.0% |
| 1Y | +143.6% | +263.3% | -119.7% | +115.2% |
| All | +143.6% | +272.1% | -128.5% | +115.2% |
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