+135.9%
XLU vs VICR
+1,679.8%
-1,543.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.2% | -11.5% | -0.9% |
| 7D | -1.6% | +5.0% | -6.6% | -1.9% |
| 30D | -3.3% | -12.5% | +9.2% | -2.7% |
| 3M | -3.2% | -33.6% | +30.4% | -1.7% |
| 6M | -7.0% | +10.7% | -17.6% | -9.3% |
| YTD | +0.6% | +80.6% | -79.9% | -5.3% |
| 1Y | +2.4% | +288.4% | -285.9% | -9.0% |
| 3Y | +46.3% | +213.8% | -167.5% | +28.2% |
| 5Y | +44.0% | +58.8% | -14.9% | +28.3% |
| All | +135.9% | +1,679.8% | -1,543.9% | +70.9% |
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