+24.3%
W vs VICR
+76.0%
-51.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -11.1% | +22.1% | +12.7% |
| 7D | +8.4% | -26.6% | +34.9% | +13.4% |
| 30D | +16.5% | -47.9% | +64.5% | +28.6% |
| 3M | +6.4% | -29.8% | +36.2% | +9.4% |
| 6M | +90.5% | -36.6% | +127.2% | +88.4% |
| YTD | +23.1% | +45.1% | -22.1% | -7.5% |
| 1Y | +24.3% | +80.0% | -55.8% | -13.9% |
| All | +24.3% | +76.0% | -51.7% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling