+248.8%
XLF vs VICR
+1,679.8%
-1,430.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.2% | -10.5% | -0.6% |
| 7D | -1.5% | +5.0% | -6.4% | -2.1% |
| 30D | -1.2% | -12.5% | +11.3% | 0.0% |
| 3M | +9.2% | -33.6% | +42.8% | +12.7% |
| 6M | +16.3% | +10.7% | +5.7% | +9.9% |
| YTD | +5.4% | +80.6% | -75.1% | -7.6% |
| 1Y | +7.6% | +288.4% | -280.8% | -16.3% |
| 3Y | +74.2% | +213.8% | -139.6% | +32.0% |
| 5Y | +66.1% | +58.8% | +7.3% | +30.6% |
| All | +248.8% | +1,679.8% | -1,430.9% | +62.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling