+30.1%
XYZ vs VICR
+82.5%
-52.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | +0.1% |
| 7D | -2.2% | +5.7% | -7.9% | -2.4% |
| 30D | +11.6% | -35.2% | +46.8% | +12.7% |
| 3M | +8.4% | -20.3% | +28.7% | +8.0% |
| 6M | +17.2% | -46.3% | +63.4% | +17.6% |
| YTD | +31.7% | +53.4% | -21.7% | +9.2% |
| 1Y | +30.1% | +81.6% | -51.5% | +1.8% |
| All | +30.1% | +82.5% | -52.4% | +1.8% |
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 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