+142.8%
XYL vs VICR
+1,679.8%
-1,536.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.2% | -10.8% | -1.1% |
| 7D | +1.2% | +5.0% | -3.8% | +0.5% |
| 30D | -11.9% | -12.5% | +0.5% | -10.7% |
| 3M | -1.5% | -33.6% | +32.1% | +2.2% |
| 6M | -11.9% | +10.7% | -22.6% | -17.2% |
| YTD | -20.6% | +80.6% | -101.2% | -31.4% |
| 1Y | -23.5% | +288.4% | -311.9% | -42.2% |
| 3Y | +14.9% | +213.8% | -198.9% | -15.8% |
| 5Y | -15.3% | +58.8% | -74.1% | -35.4% |
| All | +142.8% | +1,679.8% | -1,536.9% | +11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling