+1,085.1%
VZ vs VICR
+10,421.2%
-9,336.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.3% | -10.5% | +0.1% |
| 7D | +2.2% | -6.5% | +8.8% | +2.5% |
| 30D | +10.6% | -38.5% | +49.1% | +13.1% |
| 3M | -0.6% | -26.1% | +25.5% | 0.0% |
| 6M | +0.7% | -36.2% | +37.0% | +0.9% |
| YTD | +20.6% | +49.2% | -28.6% | +12.8% |
| 1Y | +22.7% | +87.0% | -64.3% | +12.9% |
| 3Y | +57.2% | +350.4% | -293.2% | +30.8% |
| 5Y | +21.4% | +3.7% | +17.7% | +8.2% |
| 10Y | +65.5% | +1,084.9% | -1,019.4% | +13.0% |
| All | +1,085.1% | +10,421.2% | -9,336.1% | +444.7% |
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