+1,058.9%
VST vs VICR
+1,280.7%
-221.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.9% |
| 7D | -6.0% | -9.7% | +3.7% | -4.3% |
| 30D | -18.8% | -39.2% | +20.5% | -12.4% |
| 3M | -8.0% | -22.6% | +14.5% | -5.6% |
| 6M | -10.9% | -37.0% | +26.0% | -7.3% |
| YTD | -18.3% | +47.5% | -65.8% | -26.7% |
| 1Y | -29.9% | +75.0% | -104.9% | -38.9% |
| 3Y | +290.3% | +343.0% | -52.7% | +190.0% |
| 5Y | +635.3% | +3.9% | +631.4% | +509.1% |
| 10Y | +1,162.4% | +1,034.6% | +127.8% | +636.2% |
| All | +1,058.9% | +1,280.7% | -221.8% | +555.5% |
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 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