+4,606.2%
XOM vs VICR
+11,731.3%
-7,125.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.9% | +7.1% | +2.6% |
| 7D | 0.0% | +1.3% | -1.2% | -0.1% |
| 30D | +3.4% | -11.9% | +15.4% | +4.3% |
| 3M | +11.0% | -35.1% | +46.1% | +13.7% |
| 6M | +10.6% | +8.1% | +2.5% | +6.5% |
| YTD | +39.2% | +67.8% | -28.6% | +27.9% |
| 1Y | +52.7% | +267.3% | -214.6% | +29.4% |
| 3Y | +56.8% | +191.2% | -134.4% | +30.5% |
| 5Y | +261.8% | +48.1% | +213.7% | +205.3% |
| 10Y | +191.3% | +1,546.1% | -1,354.8% | +86.0% |
| All | +4,606.2% | +11,731.3% | -7,125.1% | +2,239.7% |
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