+166.3%
XME vs VICR
+57.6%
+108.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.2% | -12.1% | -2.8% |
| 7D | -4.2% | +5.0% | -9.2% | -5.1% |
| 30D | -2.7% | -12.5% | +9.8% | -1.0% |
| 3M | -3.9% | -33.6% | +29.7% | +0.7% |
| 6M | -1.0% | +10.7% | -11.6% | -5.7% |
| YTD | +9.8% | +80.6% | -70.8% | -3.3% |
| 1Y | +32.5% | +288.4% | -255.8% | +2.7% |
| 3Y | +124.3% | +213.8% | -89.5% | +69.0% |
| All | +166.3% | +57.6% | +108.7% | +108.2% |
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