+1,024.7%
XLE vs VICR
+2,730.9%
-1,706.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.3% | -1.6% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +11.8% | -13.9% | +25.7% | +13.6% |
| 3M | +9.8% | -38.4% | +48.2% | +14.9% |
| 6M | +15.6% | -7.2% | +22.8% | +11.0% |
| YTD | +45.3% | +72.0% | -26.8% | +26.5% |
| 1Y | +48.3% | +263.3% | -215.0% | +14.1% |
| 3Y | +55.4% | +173.3% | -117.8% | +17.4% |
| 5Y | +216.1% | +47.3% | +168.8% | +141.9% |
| 10Y | +178.4% | +1,495.2% | -1,316.8% | +33.8% |
| All | +1,024.7% | +2,730.9% | -1,706.2% | +338.1% |
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