+9.1%
XLF vs VICR
+272.1%
-263.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -0.9% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | +0.2% | -13.9% | +14.1% | +0.3% |
| 3M | +11.7% | -38.4% | +50.1% | +12.1% |
| 6M | +13.8% | -7.2% | +21.0% | +11.0% |
| YTD | +7.0% | +72.0% | -65.0% | +2.6% |
| 1Y | +9.1% | +263.3% | -254.2% | +4.0% |
| All | +9.1% | +272.1% | -263.0% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling