+32.3%
VSH vs VICR
+178.2%
-145.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.2% |
| 7D | +2.8% | -0.4% | +3.2% | +2.8% |
| 30D | -6.0% | -15.6% | +9.6% | -0.9% |
| 3M | -42.6% | -35.4% | -7.3% | -34.0% |
| 6M | +82.1% | +1.3% | +80.8% | +80.3% |
| YTD | +117.5% | +62.5% | +55.1% | +87.9% |
| 1Y | +109.0% | +255.5% | -146.5% | +41.8% |
| All | +32.3% | +178.2% | -145.9% | -13.6% |
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