+924.9%
VLO vs VICR
+1,679.8%
-754.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.2% | -9.9% | -0.1% |
| 7D | +5.3% | +5.0% | +0.3% | +4.6% |
| 30D | +18.2% | -12.5% | +30.7% | +19.8% |
| 3M | +53.3% | -33.6% | +86.9% | +58.8% |
| 6M | +70.4% | +10.7% | +59.8% | +59.9% |
| YTD | +143.4% | +80.6% | +62.8% | +110.2% |
| 1Y | +153.0% | +288.4% | -135.4% | +92.3% |
| 3Y | +195.0% | +213.8% | -18.8% | +117.9% |
| 5Y | +618.8% | +58.8% | +559.9% | +453.4% |
| All | +924.9% | +1,679.8% | -754.9% | +320.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling