+533.2%
XYZ vs VICR
+1,876.4%
-1,343.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -2.1% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -1.7% | -13.9% | +12.2% | +1.3% |
| 3M | +16.7% | -38.4% | +55.2% | +27.2% |
| 6M | +26.9% | -7.2% | +34.1% | +17.2% |
| YTD | +27.1% | +72.0% | -44.9% | -3.7% |
| 1Y | +9.3% | +263.3% | -254.0% | -35.9% |
| 3Y | +42.3% | +173.3% | -131.0% | -18.8% |
| 5Y | -69.3% | +47.3% | -116.6% | -81.0% |
| 10Y | +586.8% | +1,495.2% | -908.4% | +125.1% |
| All | +533.2% | +1,876.4% | -1,343.2% | +86.0% |
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