+253.9%
XLI vs VICR
+1,679.8%
-1,425.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.2% | -10.1% | -0.4% |
| 7D | -1.7% | +5.0% | -6.6% | -2.4% |
| 30D | -7.3% | -12.5% | +5.2% | -6.0% |
| 3M | -1.3% | -33.6% | +32.3% | +2.6% |
| 6M | +2.2% | +10.7% | -8.4% | -2.9% |
| YTD | +11.7% | +80.6% | -68.9% | -1.6% |
| 1Y | +14.3% | +288.4% | -274.1% | -10.9% |
| 3Y | +70.3% | +213.8% | -143.5% | +29.5% |
| 5Y | +82.3% | +58.8% | +23.5% | +43.7% |
| All | +253.9% | +1,679.8% | -1,425.9% | +79.0% |
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 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