+654.4%
VRT vs VICR
-1.1%
+655.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.2% | -2.5% |
| 7D | +10.5% | +8.3% | +2.2% | +7.8% |
| 30D | -9.3% | -35.2% | +25.9% | +3.9% |
| 3M | -29.6% | -29.8% | +0.2% | -22.7% |
| 6M | -45.4% | -48.6% | +3.2% | -35.6% |
| YTD | +24.8% | +45.1% | -20.3% | +3.3% |
| 1Y | +23.6% | +79.6% | -55.9% | -4.2% |
| 3Y | +379.7% | +335.4% | +44.3% | +168.9% |
| All | +654.4% | -1.1% | +655.5% | +384.0% |
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 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