+163.4%
XOP vs VICR
+42.6%
+120.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.5% |
| 7D | +1.6% | -0.4% | +2.0% | +1.6% |
| 30D | +9.6% | -15.6% | +25.2% | +10.6% |
| 3M | +16.9% | -35.4% | +52.3% | +19.3% |
| 6M | +24.0% | +1.3% | +22.8% | +19.6% |
| YTD | +56.2% | +62.5% | -6.3% | +42.0% |
| 1Y | +51.8% | +255.5% | -203.7% | +25.3% |
| 3Y | +37.0% | +182.0% | -145.0% | +11.2% |
| 5Y | +163.4% | +42.9% | +120.5% | +124.4% |
| All | +163.4% | +42.6% | +120.8% | +124.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling