+37,246.0%
VLO vs VICR
+12,339.4%
+24,906.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.5% | +0.7% | +2.9% |
| 7D | +5.8% | +9.8% | -4.1% | +4.3% |
| 30D | +28.3% | -12.6% | +40.9% | +30.3% |
| 3M | +48.7% | -29.7% | +78.4% | +53.5% |
| 6M | +71.9% | +18.8% | +53.1% | +59.4% |
| YTD | +138.7% | +76.4% | +62.3% | +106.9% |
| 1Y | +148.5% | +282.4% | -133.9% | +89.4% |
| 3Y | +192.7% | +206.2% | -13.5% | +117.2% |
| 5Y | +601.6% | +53.9% | +547.7% | +434.2% |
| 10Y | +900.2% | +1,572.3% | -672.1% | +392.4% |
| All | +37,246.0% | +12,339.4% | +24,906.6% | +12,857.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling