+167.9%
XHB vs VICR
+1,110.4%
-942.6%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -0.3% |
| 7D | -1.9% | +1.3% | -3.2% | -2.3% |
| 30D | -8.3% | -11.9% | +3.6% | -6.2% |
| 3M | -7.1% | -35.1% | +28.0% | -0.3% |
| 6M | -5.3% | +8.1% | -13.4% | -13.7% |
| YTD | -3.2% | +67.8% | -71.0% | -22.5% |
| 1Y | -13.9% | +267.3% | -281.2% | -45.3% |
| 3Y | +24.9% | +191.2% | -166.3% | -24.3% |
| 5Y | +34.5% | +48.1% | -13.6% | -14.2% |
| 10Y | +215.5% | +1,546.1% | -1,330.7% | -20.6% |
| All | +167.9% | +1,110.4% | -942.6% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling