-15.6%
VMC vs VICR
+293.8%
-309.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.2% | -10.3% | +0.4% |
| 7D | -3.8% | +5.0% | -8.7% | -4.0% |
| 30D | -9.7% | -12.5% | +2.8% | -9.4% |
| 3M | -9.6% | -33.6% | +24.0% | -8.6% |
| 6M | -4.8% | +10.7% | -15.5% | -7.7% |
| YTD | -10.9% | +80.6% | -91.5% | -14.1% |
| 1Y | -15.6% | +288.4% | -304.0% | -19.0% |
| All | -15.6% | +293.8% | -309.4% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling