-68.6%
XYZ vs VICR
+53.8%
-122.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.5% | -5.7% | -3.7% |
| 7D | +2.9% | +9.8% | -7.0% | +0.9% |
| 30D | +1.4% | -12.6% | +14.0% | +3.5% |
| 3M | +14.6% | -29.7% | +44.3% | +19.1% |
| 6M | +20.8% | +18.8% | +1.9% | +7.4% |
| YTD | +23.1% | +76.4% | -53.3% | -2.4% |
| 1Y | +5.6% | +282.4% | -276.7% | -32.5% |
| 3Y | +50.9% | +206.2% | -155.3% | -6.7% |
| 5Y | -68.6% | +53.9% | -122.5% | -79.2% |
| All | -68.6% | +53.8% | -122.3% | -79.2% |
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