+69.7%
XLC vs VICR
+178.2%
-108.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.8% |
| 7D | -1.7% | -0.4% | -1.3% | -1.7% |
| 30D | +0.2% | -15.6% | +15.8% | +0.9% |
| 3M | +0.7% | -35.4% | +36.1% | +2.3% |
| 6M | -4.5% | +1.3% | -5.7% | -7.5% |
| YTD | -4.7% | +62.5% | -67.2% | -11.8% |
| 1Y | -1.5% | +255.5% | -257.0% | -15.9% |
| All | +69.7% | +178.2% | -108.6% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling