+552.8%
XLP vs VICR
+2,105.3%
-1,552.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.7% | -10.0% | -1.8% |
| 7D | +0.7% | -23.1% | +23.9% | +2.1% |
| 30D | +10.3% | -48.1% | +58.3% | +14.0% |
| 3M | +6.5% | -32.8% | +39.4% | +7.9% |
| 6M | +8.4% | -47.6% | +56.0% | +10.0% |
| YTD | +18.2% | +34.0% | -15.8% | +11.4% |
| 1Y | +22.4% | +65.0% | -42.6% | +13.7% |
| 3Y | +41.9% | +277.1% | -235.2% | +20.1% |
| 5Y | +40.9% | -5.3% | +46.2% | +26.8% |
| 10Y | +128.4% | +1,075.0% | -946.7% | +60.9% |
| All | +552.8% | +2,105.3% | -1,552.5% | +304.6% |
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