+32.0%
XEL vs VICR
+57.6%
-25.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.2% | -11.0% | 0.0% |
| 7D | -0.3% | +5.0% | -5.3% | -0.4% |
| 30D | -3.9% | -12.5% | +8.5% | -3.8% |
| 3M | -2.8% | -33.6% | +30.8% | -2.5% |
| 6M | -5.4% | +10.7% | -16.1% | -6.1% |
| YTD | +3.8% | +80.6% | -76.8% | +2.2% |
| 1Y | +6.8% | +288.4% | -281.5% | +3.9% |
| 3Y | +45.6% | +213.8% | -168.2% | +41.0% |
| All | +32.0% | +57.6% | -25.6% | +21.0% |
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 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