+1,047.3%
XLE vs VICR
+2,288.0%
-1,240.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.4% |
| 7D | +5.4% | +8.3% | -2.9% | +4.2% |
| 30D | -3.9% | -35.2% | +31.2% | +0.7% |
| 3M | +7.0% | -29.8% | +36.8% | +9.7% |
| 6M | +14.2% | -48.6% | +62.8% | +19.0% |
| YTD | +48.2% | +45.1% | +3.1% | +29.4% |
| 1Y | +47.7% | +79.6% | -31.9% | +24.9% |
| 3Y | +70.0% | +335.4% | -265.4% | +17.9% |
| 5Y | +169.1% | -1.0% | +170.2% | +114.7% |
| 10Y | +180.7% | +993.1% | -812.4% | +40.1% |
| All | +1,047.3% | +2,288.0% | -1,240.7% | +348.2% |
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