+8.9%
XLRE vs VICR
+57.6%
-48.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.2% | -10.3% | +0.1% |
| 7D | -1.2% | +5.0% | -6.1% | -1.5% |
| 30D | -2.4% | -12.5% | +10.1% | -1.8% |
| 3M | -2.5% | -33.6% | +31.1% | -0.7% |
| 6M | +4.0% | +10.7% | -6.7% | +0.3% |
| YTD | +9.3% | +80.6% | -71.3% | +0.5% |
| 1Y | +5.6% | +288.4% | -282.8% | -10.0% |
| 3Y | +31.3% | +213.8% | -182.5% | +9.7% |
| All | +8.9% | +57.6% | -48.7% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling