+40.7%
XLC vs VICR
-1.1%
+41.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.3% |
| 7D | +3.7% | +8.3% | -4.6% | +3.0% |
| 30D | -1.9% | -35.2% | +33.3% | +1.0% |
| 3M | -3.1% | -29.8% | +26.7% | -1.7% |
| 6M | -6.4% | -48.6% | +42.2% | -3.6% |
| YTD | -6.8% | +45.1% | -51.9% | -16.4% |
| 1Y | -1.7% | +79.6% | -81.2% | -14.1% |
| 3Y | +64.7% | +335.4% | -270.7% | +21.2% |
| All | +40.7% | -1.1% | +41.8% | +11.8% |
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