+555.9%
XYZ vs VICR
+1,662.1%
-1,106.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -0.8% |
| 7D | -2.2% | +5.7% | -7.9% | -3.8% |
| 30D | +11.6% | -35.2% | +46.8% | +20.9% |
| 3M | +8.4% | -20.3% | +28.7% | +8.7% |
| 6M | +17.2% | -46.3% | +63.4% | +24.3% |
| YTD | +31.7% | +53.4% | -21.7% | -2.1% |
| 1Y | +30.1% | +81.6% | -51.5% | -8.3% |
| 3Y | +66.4% | +360.5% | -294.1% | -23.9% |
| 5Y | -62.2% | +4.4% | -66.6% | -75.0% |
| 10Y | +621.5% | +1,055.3% | -433.8% | +142.6% |
| All | +555.9% | +1,662.1% | -1,106.2% | +89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling