+1,093.3%
XLI vs VICR
+2,660.6%
-1,567.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -0.7% |
| 7D | -0.6% | +1.3% | -1.8% | -0.8% |
| 30D | -6.9% | -11.9% | +5.0% | -5.4% |
| 3M | -1.9% | -35.1% | +33.2% | +3.2% |
| 6M | +1.0% | +8.1% | -7.1% | -4.5% |
| YTD | +11.3% | +67.8% | -56.4% | -3.0% |
| 1Y | +15.8% | +267.3% | -251.5% | -12.7% |
| 3Y | +69.8% | +191.2% | -121.4% | +24.6% |
| 5Y | +80.9% | +48.1% | +32.8% | +36.5% |
| 10Y | +257.2% | +1,546.1% | -1,288.9% | +60.3% |
| All | +1,093.3% | +2,660.6% | -1,567.4% | +310.9% |
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