+361.1%
VST vs VICR
+187.7%
+173.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.0% | +2.3% |
| 7D | +8.9% | +0.4% | +8.5% | +8.7% |
| 30D | +6.2% | -13.9% | +20.1% | +9.1% |
| 3M | -2.7% | -38.4% | +35.7% | +5.7% |
| 6M | -8.4% | -7.2% | -1.1% | -12.0% |
| YTD | -7.2% | +72.0% | -79.2% | -24.1% |
| 1Y | -20.9% | +263.3% | -284.2% | -48.4% |
| All | +361.1% | +187.7% | +173.3% | +203.2% |
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