+13.4%
YUM vs VICR
+76.0%
-62.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -11.1% | +17.1% | +5.5% |
| 7D | +10.8% | -26.6% | +37.3% | +9.8% |
| 30D | +21.4% | -47.9% | +69.4% | +19.5% |
| 3M | +13.2% | -29.8% | +42.9% | +12.5% |
| 6M | +8.8% | -36.6% | +45.4% | +7.2% |
| YTD | +11.5% | +45.1% | -33.6% | +10.7% |
| 1Y | +13.4% | +80.0% | -66.7% | +13.4% |
| All | +13.4% | +76.0% | -62.6% | +13.4% |
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