+227.7%
XLE vs VICR
+46.6%
+181.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +1.0% |
| 7D | +0.3% | +1.3% | -0.9% | +0.3% |
| 30D | +8.5% | -11.9% | +20.5% | +9.0% |
| 3M | +14.6% | -35.1% | +49.8% | +16.1% |
| 6M | +17.6% | +8.1% | +9.4% | +14.3% |
| YTD | +48.1% | +67.8% | -19.7% | +39.0% |
| 1Y | +53.8% | +267.3% | -213.5% | +35.9% |
| 3Y | +56.2% | +191.2% | -135.0% | +36.6% |
| 5Y | +227.7% | +48.1% | +179.6% | +183.8% |
| All | +227.7% | +46.6% | +181.1% | +183.8% |
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