+147.8%
XEL vs VICR
+1,679.8%
-1,532.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.2% | -11.0% | -0.3% |
| 7D | -0.3% | +5.0% | -5.3% | -0.5% |
| 30D | -3.9% | -12.5% | +8.5% | -3.5% |
| 3M | -2.8% | -33.6% | +30.8% | -1.7% |
| 6M | -5.4% | +10.7% | -16.1% | -7.2% |
| YTD | +3.8% | +80.6% | -76.8% | -0.8% |
| 1Y | +6.8% | +288.4% | -281.5% | -1.9% |
| 3Y | +45.6% | +213.8% | -168.2% | +32.2% |
| 5Y | +30.7% | +58.8% | -28.2% | +20.3% |
| All | +147.8% | +1,679.8% | -1,532.0% | +90.7% |
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 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