+54.9%
XLE vs VICR
+201.6%
-146.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +1.0% |
| 7D | 0.0% | +9.8% | -9.8% | -0.3% |
| 30D | +12.6% | -12.6% | +25.2% | +13.0% |
| 3M | +11.8% | -29.7% | +41.5% | +12.5% |
| 6M | +16.1% | +18.8% | -2.8% | +12.3% |
| YTD | +46.9% | +76.4% | -29.5% | +37.1% |
| 1Y | +53.3% | +282.4% | -229.1% | +34.1% |
| 3Y | +54.9% | +206.2% | -151.3% | +34.7% |
| All | +54.9% | +201.6% | -146.7% | +34.7% |
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 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