+600.8%
XYZ vs VICR
+1,553.5%
-952.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | +0.4% |
| 7D | -3.7% | +1.3% | -5.0% | -4.1% |
| 30D | +0.5% | -11.9% | +12.5% | +3.0% |
| 3M | +16.3% | -35.1% | +51.4% | +25.0% |
| 6M | +21.1% | +8.1% | +13.0% | +7.4% |
| YTD | +22.0% | +67.8% | -45.8% | -7.4% |
| 1Y | +5.2% | +267.3% | -262.1% | -39.0% |
| 3Y | +49.6% | +191.2% | -141.6% | -17.2% |
| 5Y | -68.4% | +48.1% | -116.5% | -80.7% |
| All | +600.8% | +1,553.5% | -952.7% | +160.1% |
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