-53.6%
Z vs VICR
+76.0%
-129.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -11.1% | +20.6% | +9.0% |
| 7D | +10.2% | -26.6% | +36.7% | +9.2% |
| 30D | +23.7% | -47.9% | +71.6% | +22.8% |
| 3M | -6.6% | -29.8% | +23.2% | -7.7% |
| 6M | -23.0% | -36.6% | +13.6% | -26.1% |
| YTD | -50.3% | +45.1% | -95.4% | -56.9% |
| 1Y | -53.6% | +80.0% | -133.6% | -61.4% |
| All | -53.6% | +76.0% | -129.5% | -61.4% |
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