+9.1%
XLV vs VICR
+14.4%
-5.3%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.3% | +0.2% |
| 7D | -3.6% | +5.0% | -8.5% | -3.4% |
| 30D | -1.8% | -12.5% | +10.6% | -2.2% |
| 3M | +7.8% | -33.6% | +41.4% | +6.7% |
| 6M | +9.1% | +10.7% | -1.6% | +3.1% |
| All | +9.1% | +14.4% | -5.3% | +3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling