+442.6%
XYL vs VICR
+1,753.5%
-1,310.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | -0.4% |
| 7D | +0.8% | +1.3% | -0.4% | +0.6% |
| 30D | -10.8% | -11.9% | +1.1% | -9.6% |
| 3M | -2.5% | -35.1% | +32.6% | +1.7% |
| 6M | -12.2% | +8.1% | -20.3% | -17.4% |
| YTD | -20.1% | +67.8% | -87.8% | -30.5% |
| 1Y | -20.6% | +267.3% | -287.9% | -40.1% |
| 3Y | +17.3% | +191.2% | -173.9% | -13.9% |
| 5Y | -14.5% | +48.1% | -62.6% | -35.0% |
| 10Y | +150.2% | +1,546.1% | -1,395.9% | +12.4% |
| All | +442.6% | +1,753.5% | -1,310.9% | +127.7% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling