+70.0%
XLE vs VICR
+336.6%
-266.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.1% |
| 7D | +5.4% | +8.3% | -2.9% | +5.1% |
| 30D | -3.9% | -35.2% | +31.2% | -3.0% |
| 3M | +7.0% | -29.8% | +36.8% | +7.6% |
| 6M | +14.2% | -48.6% | +62.8% | +15.4% |
| YTD | +48.2% | +45.1% | +3.1% | +37.9% |
| 1Y | +47.7% | +79.6% | -31.9% | +35.1% |
| 3Y | +70.0% | +335.4% | -265.4% | +39.3% |
| All | +70.0% | +336.6% | -266.6% | +39.3% |
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