-18.9%
VST vs VICR
+271.8%
-290.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.2% |
| 7D | +9.9% | +9.8% | 0.0% | +8.3% |
| 30D | +7.9% | -12.6% | +20.5% | +9.8% |
| 3M | +3.4% | -29.7% | +33.1% | +7.5% |
| 6M | -4.1% | +18.8% | -22.9% | -8.0% |
| YTD | -5.7% | +76.4% | -82.1% | -12.7% |
| 1Y | -18.9% | +282.4% | -301.2% | -33.4% |
| All | -18.9% | +271.8% | -290.6% | -33.4% |
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