+1,106.7%
XLY vs VICR
+2,871.4%
-1,764.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.2% | -10.3% | -0.9% |
| 7D | -1.7% | +5.0% | -6.7% | -2.6% |
| 30D | -4.2% | -12.5% | +8.3% | -2.7% |
| 3M | -2.7% | -33.6% | +30.9% | +1.7% |
| 6M | -0.6% | +10.7% | -11.3% | -7.0% |
| YTD | -5.0% | +80.6% | -85.6% | -19.1% |
| 1Y | -4.1% | +288.4% | -292.5% | -29.4% |
| 3Y | +33.6% | +213.8% | -180.2% | -4.3% |
| 5Y | +28.7% | +58.8% | -30.1% | -4.2% |
| 10Y | +219.6% | +1,671.8% | -1,452.2% | +44.8% |
| All | +1,106.7% | +2,871.4% | -1,764.7% | +309.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling