-34.9%
VST vs VICR
+76.0%
-110.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -11.1% | -2.7% | -11.7% |
| 7D | -15.7% | -26.6% | +10.9% | -10.7% |
| 30D | -17.0% | -47.9% | +31.0% | -7.4% |
| 3M | -15.9% | -29.8% | +13.9% | -11.8% |
| 6M | -25.0% | -36.6% | +11.6% | -21.8% |
| YTD | -25.1% | +45.1% | -70.2% | -29.3% |
| 1Y | -34.9% | +80.0% | -114.9% | -40.5% |
| All | -34.9% | +76.0% | -110.8% | -40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling