+1,479.6%
VSH vs VICR
+12,339.4%
-10,859.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.6% | -1.7% |
| 7D | +6.2% | +9.8% | -3.6% | +3.5% |
| 30D | -11.1% | -12.6% | +1.5% | -7.9% |
| 3M | -44.9% | -29.7% | -15.2% | -39.3% |
| 6M | +90.0% | +18.8% | +71.1% | +78.2% |
| YTD | +118.8% | +76.4% | +42.4% | +82.7% |
| 1Y | +109.0% | +282.4% | -173.4% | +38.6% |
| 3Y | +35.6% | +206.2% | -170.5% | -11.7% |
| 5Y | +66.7% | +53.9% | +12.8% | +13.8% |
| 10Y | +167.9% | +1,572.3% | -1,404.4% | -13.1% |
| All | +1,479.6% | +12,339.4% | -10,859.8% | +192.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling