+17.8%
YUM vs VICR
+209.3%
-191.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +11.2% | -13.3% | -2.1% |
| 7D | -6.1% | +5.0% | -11.0% | -6.1% |
| 30D | -5.8% | -12.5% | +6.6% | -5.8% |
| 3M | -7.6% | -33.6% | +26.0% | -7.5% |
| 6M | -9.1% | +10.7% | -19.8% | -10.2% |
| YTD | -5.5% | +80.6% | -86.1% | -7.6% |
| 1Y | -3.7% | +288.4% | -292.1% | -7.8% |
| 3Y | +17.8% | +213.8% | -196.0% | +12.5% |
| All | +17.8% | +209.3% | -191.5% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling