+41.0%
XRT vs VICR
+187.3%
-146.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -1.2% |
| 7D | -2.4% | +1.3% | -3.7% | -2.5% |
| 30D | -6.9% | -11.9% | +5.0% | -6.2% |
| 3M | -0.4% | -35.1% | +34.7% | +2.2% |
| 6M | +2.2% | +8.1% | -5.9% | -3.2% |
| YTD | -0.7% | +67.8% | -68.4% | -11.8% |
| 1Y | -2.0% | +267.3% | -269.3% | -22.7% |
| All | +41.0% | +187.3% | -146.4% | +7.8% |
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