+500.1%
XRT vs VICR
+1,233.0%
-732.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.7% |
| 7D | -0.3% | +9.8% | -10.1% | -2.2% |
| 30D | -5.6% | -12.6% | +7.0% | -3.7% |
| 3M | +2.5% | -29.7% | +32.2% | +6.8% |
| 6M | +3.7% | +18.8% | -15.2% | -7.2% |
| YTD | +1.0% | +76.4% | -75.4% | -18.5% |
| 1Y | -1.2% | +282.4% | -283.6% | -34.5% |
| 3Y | +43.4% | +206.2% | -162.8% | -8.7% |
| 5Y | -0.7% | +53.9% | -54.6% | -33.2% |
| 10Y | +123.7% | +1,572.3% | -1,448.6% | -28.6% |
| All | +500.1% | +1,233.0% | -732.9% | +37.6% |
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