+663.3%
VTRS vs VICR
+12,634.7%
-11,971.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.4% | -0.6% |
| 7D | -2.2% | +5.0% | -7.2% | -2.9% |
| 30D | +3.3% | -12.5% | +15.8% | +4.6% |
| 3M | +2.0% | -33.6% | +35.6% | +5.3% |
| 6M | +19.9% | +10.7% | +9.3% | +13.5% |
| YTD | +35.7% | +80.6% | -44.8% | +19.5% |
| 1Y | +68.1% | +288.4% | -220.3% | +32.5% |
| 3Y | +87.1% | +213.8% | -126.7% | +44.0% |
| 5Y | +47.6% | +58.8% | -11.2% | +16.1% |
| 10Y | -48.2% | +1,671.8% | -1,720.0% | -72.4% |
| All | +663.3% | +12,634.7% | -11,971.4% | +96.7% |
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