+20.7%
XYZ vs VICR
+76.0%
-55.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -11.1% | +26.4% | +15.5% |
| 7D | +16.5% | -26.6% | +43.1% | +17.5% |
| 30D | +15.0% | -47.9% | +62.9% | +17.5% |
| 3M | +3.5% | -29.8% | +33.3% | +3.8% |
| 6M | +21.9% | -36.6% | +58.5% | +19.7% |
| YTD | +34.6% | +45.1% | -10.5% | +6.6% |
| 1Y | +20.7% | +80.0% | -59.3% | -13.3% |
| All | +20.7% | +76.0% | -55.2% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling