-2.6%
XRT vs VICR
+42.6%
-45.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.4% |
| 7D | -3.6% | -0.4% | -3.2% | -3.6% |
| 30D | -6.7% | -15.6% | +8.9% | -5.1% |
| 3M | -1.4% | -35.4% | +34.0% | +2.3% |
| 6M | +1.7% | +1.3% | +0.4% | -3.7% |
| YTD | -1.5% | +62.5% | -63.9% | -14.4% |
| 1Y | -2.5% | +255.5% | -257.9% | -26.5% |
| 3Y | +39.9% | +182.0% | -142.1% | +2.4% |
| 5Y | -2.6% | +42.9% | -45.5% | -27.2% |
| All | -2.6% | +42.6% | -45.2% | -27.2% |
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