+19.9%
XBI vs VICR
+57.6%
-37.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.2% | -11.5% | -2.1% |
| 7D | -4.6% | +5.0% | -9.6% | -5.4% |
| 30D | -2.0% | -12.5% | +10.5% | -0.5% |
| 3M | +17.8% | -33.6% | +51.4% | +22.9% |
| 6M | +23.7% | +10.7% | +13.0% | +16.1% |
| YTD | +28.2% | +80.6% | -52.3% | +10.1% |
| 1Y | +64.0% | +288.4% | -224.4% | +21.7% |
| 3Y | +99.4% | +213.8% | -114.4% | +43.5% |
| All | +19.9% | +57.6% | -37.7% | -8.8% |
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