+191.2%
VLO vs VICR
+178.2%
+12.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.7% |
| 7D | +4.0% | -0.4% | +4.4% | +4.0% |
| 30D | +19.0% | -15.6% | +34.6% | +19.9% |
| 3M | +50.0% | -35.4% | +85.3% | +52.4% |
| 6M | +79.1% | +1.3% | +77.9% | +73.4% |
| YTD | +140.3% | +62.5% | +77.8% | +119.9% |
| 1Y | +148.3% | +255.5% | -107.1% | +109.2% |
| All | +191.2% | +178.2% | +12.9% | +153.0% |
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