+573.1%
VRT vs VICR
+187.3%
+385.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.9% | -4.7% | -7.9% |
| 7D | +2.4% | +1.3% | +1.2% | +2.1% |
| 30D | -2.7% | -11.9% | +9.3% | +1.4% |
| 3M | -9.2% | -35.1% | +26.0% | +3.9% |
| 6M | -0.5% | +8.1% | -8.6% | -8.6% |
| YTD | +62.3% | +67.8% | -5.4% | +26.0% |
| 1Y | +109.6% | +267.3% | -157.7% | +19.5% |
| All | +573.1% | +187.3% | +385.7% | +323.8% |
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 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