-62.3%
W vs VICR
+46.6%
-108.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.0% | +1.9% |
| 7D | +5.9% | +1.3% | +4.6% | +5.3% |
| 30D | -3.0% | -11.9% | +8.9% | +0.3% |
| 3M | +40.3% | -35.1% | +75.5% | +56.4% |
| 6M | +32.2% | +8.1% | +24.1% | +14.0% |
| YTD | -0.3% | +67.8% | -68.1% | -29.7% |
| 1Y | +16.2% | +267.3% | -251.1% | -43.4% |
| 3Y | +40.7% | +191.2% | -150.5% | -33.4% |
| 5Y | -62.3% | +48.1% | -110.4% | -78.7% |
| All | -62.3% | +46.6% | -108.9% | -78.7% |
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 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