+1.7%
XEL vs VICR
+76.0%
-74.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -11.1% | +13.3% | +2.2% |
| 7D | +4.3% | -26.6% | +30.9% | +4.4% |
| 30D | +12.6% | -47.9% | +60.6% | +13.0% |
| 3M | +4.4% | -29.8% | +34.1% | +4.2% |
| 6M | +0.7% | -36.6% | +37.4% | -0.4% |
| YTD | +11.5% | +45.1% | -33.6% | +8.5% |
| 1Y | +1.7% | +80.0% | -78.3% | -0.9% |
| All | +1.7% | +76.0% | -74.2% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling