+239.4%
XME vs VICR
+1,167.8%
-928.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | +0.7% |
| 7D | -0.2% | +1.3% | -1.5% | -0.6% |
| 30D | +1.4% | -11.9% | +13.3% | +4.2% |
| 3M | +2.7% | -35.1% | +37.9% | +12.0% |
| 6M | +6.5% | +8.1% | -1.6% | -2.6% |
| YTD | +15.2% | +67.8% | -52.6% | -8.0% |
| 1Y | +43.5% | +267.3% | -223.8% | -10.9% |
| 3Y | +135.9% | +191.2% | -55.3% | +40.0% |
| 5Y | +181.5% | +48.1% | +133.4% | +74.5% |
| 10Y | +436.9% | +1,546.1% | -1,109.3% | +17.6% |
| All | +239.4% | +1,167.8% | -928.5% | -52.9% |
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 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