+169.4%
XLV vs VICR
+1,679.8%
-1,510.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.3% | -1.0% |
| 7D | -3.6% | +5.0% | -8.5% | -3.9% |
| 30D | -1.8% | -12.5% | +10.6% | -1.2% |
| 3M | +7.8% | -33.6% | +41.4% | +9.8% |
| 6M | +9.1% | +10.7% | -1.6% | +5.0% |
| YTD | +7.7% | +80.6% | -72.8% | -1.3% |
| 1Y | +20.4% | +288.4% | -267.9% | +2.2% |
| 3Y | +30.8% | +213.8% | -183.0% | +9.0% |
| 5Y | +34.6% | +58.8% | -24.2% | +15.2% |
| All | +169.4% | +1,679.8% | -1,510.4% | +56.7% |
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 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