+81.8%
XLI vs VICR
+57.6%
+24.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.2% | -10.1% | -0.1% |
| 7D | -1.7% | +5.0% | -6.6% | -2.2% |
| 30D | -7.3% | -12.5% | +5.2% | -6.3% |
| 3M | -1.3% | -33.6% | +32.3% | +1.6% |
| 6M | +2.2% | +10.7% | -8.4% | -1.5% |
| YTD | +11.7% | +80.6% | -68.9% | +1.9% |
| 1Y | +14.3% | +288.4% | -274.1% | -4.6% |
| 3Y | +70.3% | +213.8% | -143.5% | +39.5% |
| All | +81.8% | +57.6% | +24.2% | +48.5% |
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 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