-14.2%
XYL vs VICR
+57.6%
-71.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.2% | -10.8% | -0.6% |
| 7D | +1.2% | +5.0% | -3.8% | +0.7% |
| 30D | -11.9% | -12.5% | +0.5% | -11.1% |
| 3M | -1.5% | -33.6% | +32.1% | +1.1% |
| 6M | -11.9% | +10.7% | -22.6% | -15.7% |
| YTD | -20.6% | +80.6% | -101.2% | -28.4% |
| 1Y | -23.5% | +288.4% | -311.9% | -37.4% |
| 3Y | +14.9% | +213.8% | -198.9% | -8.1% |
| All | -14.2% | +57.6% | -71.9% | -31.8% |
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