+26.9%
XLV vs VICR
+272.1%
-245.2%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -1.0% |
| 7D | +0.2% | +0.4% | -0.3% | +0.2% |
| 30D | +4.4% | -13.9% | +18.4% | +4.2% |
| 3M | +13.2% | -38.4% | +51.6% | +12.8% |
| 6M | +10.1% | -7.2% | +17.3% | +7.3% |
| YTD | +11.7% | +72.0% | -60.3% | +7.7% |
| 1Y | +26.9% | +263.3% | -236.4% | +20.8% |
| All | +26.9% | +272.1% | -245.2% | +20.8% |
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