+124.0%
VRSK vs VICR
+1,679.8%
-1,555.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.2% | -11.0% | -0.5% |
| 7D | -5.2% | +5.0% | -10.1% | -5.5% |
| 30D | -2.3% | -12.5% | +10.2% | -1.8% |
| 3M | -2.9% | -33.6% | +30.7% | -1.5% |
| 6M | -12.8% | +10.7% | -23.5% | -16.5% |
| YTD | -20.8% | +80.6% | -101.4% | -27.8% |
| 1Y | -33.2% | +288.4% | -321.6% | -43.9% |
| 3Y | -26.6% | +213.8% | -240.4% | -39.8% |
| 5Y | -11.3% | +58.8% | -70.2% | -25.1% |
| All | +124.0% | +1,679.8% | -1,555.8% | +35.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling