+126.7%
XLP vs VICR
+1,056.5%
-929.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.7% | -10.0% | -1.6% |
| 7D | +0.7% | -23.1% | +23.9% | +1.5% |
| 30D | +10.3% | -48.1% | +58.3% | +12.4% |
| 3M | +6.5% | -32.8% | +39.4% | +7.2% |
| 6M | +8.4% | -47.6% | +56.0% | +9.2% |
| YTD | +18.2% | +34.0% | -15.8% | +12.6% |
| 1Y | +22.4% | +65.0% | -42.6% | +15.2% |
| 3Y | +41.9% | +277.1% | -235.2% | +23.4% |
| 5Y | +40.9% | -5.3% | +46.2% | +31.5% |
| All | +126.7% | +1,056.5% | -929.8% | +66.9% |
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 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