+85.6%
XOP vs VICR
+1,233.0%
-1,147.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.9% | +1.1% |
| 7D | +0.6% | +9.8% | -9.2% | -1.5% |
| 30D | +16.5% | -12.6% | +29.1% | +19.1% |
| 3M | +15.7% | -29.7% | +45.4% | +20.7% |
| 6M | +19.2% | +18.8% | +0.4% | +4.9% |
| YTD | +55.0% | +76.4% | -21.4% | +21.5% |
| 1Y | +54.2% | +282.4% | -228.2% | -2.4% |
| 3Y | +35.9% | +206.2% | -170.3% | -18.1% |
| 5Y | +162.4% | +53.9% | +108.5% | +64.8% |
| 10Y | +50.2% | +1,572.3% | -1,522.2% | -61.3% |
| All | +85.6% | +1,233.0% | -1,147.4% | -68.7% |
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