+28.4%
XLY vs VICR
+57.6%
-29.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.2% | -10.3% | -0.5% |
| 7D | -1.7% | +5.0% | -6.7% | -2.4% |
| 30D | -4.2% | -12.5% | +8.3% | -3.0% |
| 3M | -2.7% | -33.6% | +30.9% | +0.8% |
| 6M | -0.6% | +10.7% | -11.3% | -6.2% |
| YTD | -5.0% | +80.6% | -85.6% | -17.4% |
| 1Y | -4.1% | +288.4% | -292.5% | -26.8% |
| 3Y | +33.6% | +213.8% | -180.2% | -0.5% |
| All | +28.4% | +57.6% | -29.2% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling