+412.9%
XLF vs VICR
+2,660.6%
-2,247.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.5% |
| 7D | -1.0% | +1.3% | -2.3% | -1.3% |
| 30D | -1.3% | -11.9% | +10.6% | +0.4% |
| 3M | +9.1% | -35.1% | +44.3% | +15.0% |
| 6M | +14.4% | +8.1% | +6.2% | +5.9% |
| YTD | +5.1% | +67.8% | -62.7% | -11.6% |
| 1Y | +8.6% | +267.3% | -258.7% | -23.0% |
| 3Y | +74.4% | +191.2% | -116.8% | +19.1% |
| 5Y | +64.4% | +48.1% | +16.3% | +15.6% |
| 10Y | +251.6% | +1,546.1% | -1,294.5% | +29.8% |
| All | +412.9% | +2,660.6% | -2,247.7% | +38.9% |
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