+52.6%
XOM vs VICR
+76.0%
-23.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -11.1% | +6.5% | -5.1% |
| 7D | -7.0% | -26.6% | +19.6% | -8.4% |
| 30D | +3.2% | -47.9% | +51.2% | +0.1% |
| 3M | +10.7% | -29.8% | +40.4% | +9.5% |
| 6M | +11.6% | -36.6% | +48.2% | +10.7% |
| YTD | +43.5% | +45.1% | -1.7% | +41.3% |
| 1Y | +52.6% | +80.0% | -27.4% | +51.1% |
| All | +52.6% | +76.0% | -23.4% | +51.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling