+73.1%
VSH vs VICR
+57.6%
+15.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +11.2% | -5.0% | +3.2% |
| 7D | +4.8% | +5.0% | -0.2% | +3.3% |
| 30D | -0.7% | -12.5% | +11.8% | +2.6% |
| 3M | -43.1% | -33.6% | -9.5% | -36.9% |
| 6M | +91.8% | +10.7% | +81.1% | +86.4% |
| YTD | +131.6% | +80.6% | +51.0% | +101.5% |
| 1Y | +118.1% | +288.4% | -170.3% | +58.6% |
| 3Y | +40.9% | +213.8% | -172.9% | +0.2% |
| All | +73.1% | +57.6% | +15.5% | +21.9% |
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