+231.9%
VLO vs VICR
+336.6%
-104.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.5% |
| 7D | +9.6% | +8.3% | +1.3% | +9.2% |
| 30D | -17.4% | -35.2% | +17.8% | -16.0% |
| 3M | +10.8% | -29.8% | +40.6% | +11.8% |
| 6M | +56.9% | -48.6% | +105.5% | +59.8% |
| YTD | +136.8% | +45.1% | +91.7% | +116.5% |
| 1Y | +120.7% | +79.6% | +41.1% | +97.5% |
| 3Y | +231.9% | +335.4% | -103.5% | +158.2% |
| All | +231.9% | +336.6% | -104.7% | +158.2% |
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 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