+102.9%
XLP vs VICR
+1,568.0%
-1,465.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.8% |
| 7D | -1.4% | +9.8% | -11.3% | -1.8% |
| 30D | -1.3% | -12.6% | +11.3% | -0.9% |
| 3M | +1.8% | -29.7% | +31.5% | +2.6% |
| 6M | -0.8% | +18.8% | -19.7% | -3.5% |
| YTD | +9.5% | +76.4% | -66.9% | +3.9% |
| 1Y | +7.2% | +282.4% | -275.2% | -3.1% |
| 3Y | +27.1% | +206.2% | -179.0% | +13.6% |
| 5Y | +32.0% | +53.9% | -21.9% | +20.0% |
| 10Y | +102.9% | +1,572.3% | -1,469.4% | +40.8% |
| All | +102.9% | +1,568.0% | -1,465.1% | +40.8% |
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