-62.3%
XYZ vs VICR
+3.5%
-65.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.2% | -3.2% |
| 7D | +12.6% | -9.7% | +22.3% | +13.9% |
| 30D | +10.8% | -39.2% | +50.0% | +19.0% |
| 3M | +8.4% | -22.6% | +30.9% | +9.2% |
| 6M | +14.3% | -37.0% | +51.3% | +14.7% |
| YTD | +31.5% | +47.5% | -16.0% | +4.3% |
| 1Y | +28.1% | +75.0% | -46.9% | -2.8% |
| 3Y | +66.2% | +343.0% | -276.8% | -12.0% |
| 5Y | -62.3% | +3.9% | -66.2% | -73.9% |
| All | -62.3% | +3.5% | -65.8% | -73.9% |
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