+55.0%
XOP vs VICR
+1,679.8%
-1,624.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.2% | -11.0% | -1.4% |
| 7D | +2.6% | +5.0% | -2.3% | +1.9% |
| 30D | +9.6% | -12.5% | +22.1% | +11.1% |
| 3M | +20.4% | -33.6% | +54.0% | +24.8% |
| 6M | +19.9% | +10.7% | +9.2% | +11.5% |
| YTD | +56.4% | +80.6% | -24.2% | +32.1% |
| 1Y | +52.4% | +288.4% | -235.9% | +11.0% |
| 3Y | +39.9% | +213.8% | -173.9% | -1.2% |
| 5Y | +163.7% | +58.8% | +104.9% | +95.5% |
| All | +55.0% | +1,679.8% | -1,624.8% | -41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling