+64.3%
XLF vs VICR
+57.6%
+6.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.2% | -10.5% | -0.1% |
| 7D | -1.5% | +5.0% | -6.4% | -1.8% |
| 30D | -1.2% | -12.5% | +11.3% | -0.5% |
| 3M | +9.2% | -33.6% | +42.8% | +11.3% |
| 6M | +16.3% | +10.7% | +5.7% | +12.0% |
| YTD | +5.4% | +80.6% | -75.1% | -3.2% |
| 1Y | +7.6% | +288.4% | -280.8% | -8.5% |
| 3Y | +74.2% | +213.8% | -139.6% | +45.9% |
| All | +64.3% | +57.6% | +6.6% | +37.4% |
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