-26.6%
VRSK vs VICR
+209.3%
-235.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.2% | -11.0% | +0.8% |
| 7D | -5.2% | +5.0% | -10.1% | -4.9% |
| 30D | -2.3% | -12.5% | +10.2% | -2.8% |
| 3M | -2.9% | -33.6% | +30.7% | -4.0% |
| 6M | -12.8% | +10.7% | -23.5% | -12.8% |
| YTD | -20.8% | +80.6% | -101.4% | -19.9% |
| 1Y | -33.2% | +288.4% | -321.6% | -31.7% |
| 3Y | -26.6% | +213.8% | -240.4% | -23.1% |
| All | -26.6% | +209.3% | -235.9% | -23.1% |
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