+910.3%
XBI vs VICR
+1,072.1%
-161.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -0.9% |
| 7D | -4.6% | -0.4% | -4.2% | -4.6% |
| 30D | -0.8% | -15.6% | +14.8% | +2.2% |
| 3M | +21.8% | -35.4% | +57.2% | +30.2% |
| 6M | +23.2% | +1.3% | +21.9% | +15.3% |
| YTD | +28.7% | +62.5% | -33.7% | +6.9% |
| 1Y | +67.8% | +255.5% | -187.7% | +13.9% |
| 3Y | +100.6% | +182.0% | -81.3% | +31.2% |
| 5Y | +19.8% | +42.9% | -23.1% | -17.2% |
| 10Y | +159.7% | +1,494.0% | -1,334.3% | -11.8% |
| All | +910.3% | +1,072.1% | -161.8% | +159.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling