+788.5%
XLK vs VICR
+1,679.8%
-891.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.2% | -9.8% | -0.8% |
| 7D | +0.2% | +5.0% | -4.8% | -0.9% |
| 30D | -0.6% | -12.5% | +11.8% | +1.4% |
| 3M | +2.6% | -33.6% | +36.2% | +8.9% |
| 6M | +34.0% | +10.7% | +23.3% | +26.0% |
| YTD | +30.7% | +80.6% | -49.9% | +10.5% |
| 1Y | +39.2% | +288.4% | -249.2% | -0.4% |
| 3Y | +120.4% | +213.8% | -93.4% | +53.4% |
| 5Y | +148.8% | +58.8% | +90.0% | +81.9% |
| All | +788.5% | +1,679.8% | -891.3% | +303.0% |
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