+976.8%
VRT vs VICR
+47.2%
+929.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.9% | -4.7% | -8.0% |
| 7D | +2.4% | +1.3% | +1.2% | +2.1% |
| 30D | -2.7% | -11.9% | +9.3% | +1.1% |
| 3M | -9.2% | -35.1% | +26.0% | +2.6% |
| 6M | -0.5% | +8.1% | -8.6% | -7.3% |
| YTD | +62.3% | +67.8% | -5.4% | +30.7% |
| 1Y | +109.6% | +267.3% | -157.7% | +29.5% |
| 3Y | +573.1% | +191.2% | +381.9% | +319.9% |
| All | +976.8% | +47.2% | +929.6% | +556.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling