+152.3%
W vs VICR
+1,501.2%
-1,348.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -1.5% |
| 7D | +0.5% | -0.4% | +0.9% | +0.5% |
| 30D | -5.6% | -15.6% | +10.0% | -0.5% |
| 3M | +41.9% | -35.4% | +77.3% | +59.4% |
| 6M | +30.2% | +1.3% | +28.9% | +15.1% |
| YTD | -2.9% | +62.5% | -65.4% | -31.1% |
| 1Y | +11.6% | +255.5% | -243.9% | -45.4% |
| 3Y | +37.0% | +182.0% | -145.0% | -34.5% |
| 5Y | -62.8% | +42.9% | -105.7% | -79.4% |
| All | +152.3% | +1,501.2% | -1,348.8% | -32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling