+142.5%
XLC vs VICR
+296.9%
-154.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -1.9% |
| 7D | -0.8% | +0.4% | -1.3% | -1.0% |
| 30D | +1.0% | -13.9% | +15.0% | +2.6% |
| 3M | -0.7% | -38.4% | +37.7% | +3.7% |
| 6M | -5.1% | -7.2% | +2.1% | -8.9% |
| YTD | -4.3% | +72.0% | -76.3% | -17.1% |
| 1Y | -0.6% | +263.3% | -263.9% | -24.7% |
| 3Y | +72.7% | +173.3% | -100.6% | +28.8% |
| 5Y | +38.0% | +47.3% | -9.3% | +6.9% |
| All | +142.5% | +296.9% | -154.5% | +30.7% |
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