+143.7%
XLC vs VICR
+316.7%
-173.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.2% | -10.2% | -0.4% |
| 7D | +0.5% | +5.0% | -4.5% | -0.2% |
| 30D | +2.1% | -12.5% | +14.6% | +3.4% |
| 3M | +0.7% | -33.6% | +34.3% | +4.2% |
| 6M | -3.2% | +10.7% | -13.9% | -9.2% |
| YTD | -3.8% | +80.6% | -84.4% | -17.2% |
| 1Y | -2.0% | +288.4% | -290.4% | -26.5% |
| 3Y | +71.4% | +213.8% | -142.4% | +24.8% |
| 5Y | +40.7% | +58.8% | -18.2% | +7.5% |
| All | +143.7% | +316.7% | -173.0% | +30.5% |
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