+811.7%
XLB vs VICR
+2,802.5%
-1,990.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.3% |
| 7D | -0.2% | +9.8% | -10.1% | -1.7% |
| 30D | -1.7% | -12.6% | +10.9% | -0.2% |
| 3M | +4.4% | -29.7% | +34.0% | +7.8% |
| 6M | +5.0% | +18.8% | -13.8% | -2.5% |
| YTD | +15.5% | +76.4% | -60.9% | -0.4% |
| 1Y | +14.9% | +282.4% | -267.4% | -13.9% |
| 3Y | +34.5% | +206.2% | -171.6% | -2.2% |
| 5Y | +36.5% | +53.9% | -17.4% | +2.3% |
| 10Y | +159.6% | +1,572.3% | -1,412.7% | +16.9% |
| All | +811.7% | +2,802.5% | -1,990.8% | +205.0% |
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 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