+609.6%
VLO vs VICR
+42.6%
+567.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +20.1% |
| 3M | +50.0% | -35.4% | +85.3% | +53.1% |
| 6M | +79.1% | +1.3% | +77.9% | +73.7% |
| YTD | +140.3% | +62.5% | +77.8% | +121.6% |
| 1Y | +148.3% | +255.5% | -107.1% | +112.0% |
| 3Y | +194.6% | +182.0% | +12.6% | +147.8% |
| 5Y | +609.6% | +42.9% | +566.7% | +493.8% |
| All | +609.6% | +42.6% | +567.0% | +493.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling