+36,062.8%
VLO vs VICR
+12,032.4%
+24,030.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.8% |
| 7D | +5.2% | +0.4% | +4.8% | +5.1% |
| 30D | +22.6% | -13.9% | +36.5% | +24.7% |
| 3M | +43.8% | -38.4% | +82.2% | +51.0% |
| 6M | +65.7% | -7.2% | +73.0% | +59.1% |
| YTD | +131.1% | +72.0% | +59.1% | +101.1% |
| 1Y | +143.6% | +263.3% | -119.7% | +87.1% |
| 3Y | +201.4% | +173.3% | +28.1% | +127.5% |
| 5Y | +568.9% | +47.3% | +521.6% | +412.6% |
| 10Y | +891.8% | +1,495.2% | -603.4% | +391.6% |
| All | +36,062.8% | +12,032.4% | +24,030.3% | +12,490.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling