+25.9%
VZ vs VICR
+53.8%
-27.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.6% |
| 7D | +0.2% | +9.8% | -9.6% | +0.5% |
| 30D | +7.1% | -12.6% | +19.7% | +6.9% |
| 3M | +12.8% | -29.7% | +42.5% | +12.2% |
| 6M | +1.8% | +18.8% | -17.0% | +2.3% |
| YTD | +30.0% | +76.4% | -46.4% | +31.1% |
| 1Y | +24.3% | +282.4% | -258.0% | +26.1% |
| 3Y | +84.3% | +206.2% | -121.9% | +87.0% |
| 5Y | +25.9% | +53.9% | -28.0% | +26.3% |
| All | +25.9% | +53.8% | -27.8% | +26.3% |
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