+46.4%
VTRS vs VICR
+57.6%
-11.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.4% | +0.1% |
| 7D | -2.2% | +5.0% | -7.2% | -2.6% |
| 30D | +3.3% | -12.5% | +15.8% | +4.0% |
| 3M | +2.0% | -33.6% | +35.6% | +3.7% |
| 6M | +19.9% | +10.7% | +9.3% | +15.1% |
| YTD | +35.7% | +80.6% | -44.8% | +24.2% |
| 1Y | +68.1% | +288.4% | -220.3% | +42.8% |
| 3Y | +87.1% | +213.8% | -126.7% | +56.1% |
| All | +46.4% | +57.6% | -11.3% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling