+39.9%
XOP vs VICR
+209.3%
-169.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.2% | -11.0% | -0.3% |
| 7D | +2.6% | +5.0% | -2.3% | +2.4% |
| 30D | +9.6% | -12.5% | +22.1% | +10.1% |
| 3M | +20.4% | -33.6% | +54.0% | +21.8% |
| 6M | +19.9% | +10.7% | +9.2% | +15.7% |
| YTD | +56.4% | +80.6% | -24.2% | +42.4% |
| 1Y | +52.4% | +288.4% | -235.9% | +26.4% |
| 3Y | +39.9% | +213.8% | -173.9% | +15.1% |
| All | +39.9% | +209.3% | -169.4% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling