+208.9%
XHB vs VICR
+1,679.8%
-1,470.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.2% | -9.6% | -0.3% |
| 7D | -4.6% | +5.0% | -9.6% | -5.5% |
| 30D | -9.1% | -12.5% | +3.3% | -7.6% |
| 3M | -8.6% | -33.6% | +25.0% | -4.2% |
| 6M | -4.0% | +10.7% | -14.7% | -10.3% |
| YTD | -3.9% | +80.6% | -84.5% | -18.7% |
| 1Y | -16.5% | +288.4% | -304.8% | -39.8% |
| 3Y | +22.6% | +213.8% | -191.2% | -14.6% |
| 5Y | +33.9% | +58.8% | -24.9% | -2.2% |
| All | +208.9% | +1,679.8% | -1,470.9% | +42.7% |
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