+508.9%
XLP vs VICR
+2,730.9%
-2,222.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -1.1% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -0.9% | -13.9% | +13.1% | -0.2% |
| 3M | +3.8% | -38.4% | +42.2% | +5.9% |
| 6M | -1.7% | -7.2% | +5.5% | -3.5% |
| YTD | +10.3% | +72.0% | -61.8% | +3.4% |
| 1Y | +7.8% | +263.3% | -255.5% | -4.6% |
| 3Y | +27.2% | +173.3% | -146.1% | +11.4% |
| 5Y | +32.5% | +47.3% | -14.8% | +16.8% |
| 10Y | +101.8% | +1,495.2% | -1,393.4% | +40.7% |
| All | +508.9% | +2,730.9% | -2,222.0% | +275.5% |
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