+34.0%
XHB vs VICR
+57.6%
-23.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.2% | -9.6% | +0.1% |
| 7D | -4.6% | +5.0% | -9.6% | -5.3% |
| 30D | -9.1% | -12.5% | +3.3% | -7.9% |
| 3M | -8.6% | -33.6% | +25.0% | -5.1% |
| 6M | -4.0% | +10.7% | -14.7% | -9.2% |
| YTD | -3.9% | +80.6% | -84.5% | -16.1% |
| 1Y | -16.5% | +288.4% | -304.8% | -36.0% |
| 3Y | +22.6% | +213.8% | -191.2% | -9.1% |
| All | +34.0% | +57.6% | -23.6% | -1.2% |
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