+14.4%
XYL vs VICR
+178.2%
-163.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.8% |
| 7D | -1.2% | -0.4% | -0.8% | -1.2% |
| 30D | -13.2% | -15.6% | +2.4% | -12.3% |
| 3M | -0.2% | -35.4% | +35.2% | +2.1% |
| 6M | -12.5% | +1.3% | -13.8% | -15.4% |
| YTD | -20.9% | +62.5% | -83.3% | -27.1% |
| 1Y | -21.6% | +255.5% | -277.0% | -33.7% |
| All | +14.4% | +178.2% | -163.8% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling