+32.9%
XLV vs VICR
+76.0%
-43.1%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -11.1% | +14.2% | +2.8% |
| 7D | +5.5% | -26.6% | +32.1% | +4.8% |
| 30D | +13.3% | -47.9% | +61.3% | +11.8% |
| 3M | +17.4% | -29.8% | +47.2% | +16.6% |
| 6M | +32.1% | -36.6% | +68.8% | +29.6% |
| YTD | +24.0% | +45.1% | -21.1% | +17.4% |
| 1Y | +32.9% | +80.0% | -47.1% | +24.7% |
| All | +32.9% | +76.0% | -43.1% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling