+448.5%
XYL vs VICR
+1,848.8%
-1,400.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.4% | +2.6% |
| 7D | +1.8% | +9.8% | -8.1% | +0.4% |
| 30D | -9.2% | -12.6% | +3.4% | -7.9% |
| 3M | -0.3% | -29.7% | +29.4% | +2.8% |
| 6M | -11.0% | +18.8% | -29.8% | -17.4% |
| YTD | -19.2% | +76.4% | -95.6% | -30.3% |
| 1Y | -21.2% | +282.4% | -303.6% | -40.9% |
| 3Y | +18.6% | +206.2% | -187.6% | -13.6% |
| 5Y | -14.3% | +53.9% | -68.2% | -35.2% |
| 10Y | +141.0% | +1,572.3% | -1,431.3% | +8.2% |
| All | +448.5% | +1,848.8% | -1,400.3% | +128.5% |
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