-4.5%
XRT vs VICR
-1.1%
-3.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.8% |
| 7D | +1.7% | +8.3% | -6.6% | +0.8% |
| 30D | +7.5% | -35.2% | +42.7% | +11.8% |
| 3M | +2.2% | -29.8% | +32.0% | +4.1% |
| 6M | +14.7% | -48.6% | +63.2% | +19.1% |
| YTD | +7.5% | +45.1% | -37.6% | -7.2% |
| 1Y | +14.1% | +79.6% | -65.4% | -4.9% |
| 3Y | +58.8% | +335.4% | -276.6% | +6.0% |
| All | -4.5% | -1.1% | -3.4% | -29.9% |
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