+149.7%
XBI vs VICR
+1,679.8%
-1,530.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.2% | -11.5% | -2.5% |
| 7D | -4.6% | +5.0% | -9.6% | -5.7% |
| 30D | -2.0% | -12.5% | +10.5% | -0.2% |
| 3M | +17.8% | -33.6% | +51.4% | +24.2% |
| 6M | +23.7% | +10.7% | +13.0% | +14.4% |
| YTD | +28.2% | +80.6% | -52.3% | +6.1% |
| 1Y | +64.0% | +288.4% | -224.4% | +13.4% |
| 3Y | +99.4% | +213.8% | -114.4% | +32.9% |
| 5Y | +19.3% | +58.8% | -39.5% | -15.6% |
| All | +149.7% | +1,679.8% | -1,530.1% | -7.0% |
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