+56.0%
VZ vs VICR
+281.9%
-225.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.7% | -0.4% |
| 7D | +2.1% | -23.1% | +25.3% | +0.7% |
| 30D | +1.4% | -48.1% | +49.4% | -2.0% |
| 3M | -1.3% | -32.8% | +31.6% | -2.7% |
| 6M | -0.5% | -47.6% | +47.1% | -2.3% |
| YTD | +19.6% | +34.0% | -14.4% | +22.8% |
| 1Y | +22.4% | +65.0% | -42.6% | +26.7% |
| All | +56.0% | +281.9% | -225.9% | +67.2% |
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