-5.8%
Z vs VICR
+1,568.0%
-1,573.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.5% | -9.0% | -7.0% |
| 7D | -3.3% | +9.8% | -13.1% | -5.2% |
| 30D | -3.7% | -12.6% | +8.9% | -1.9% |
| 3M | -7.0% | -29.7% | +22.7% | -3.6% |
| 6M | -29.5% | +18.8% | -48.4% | -38.0% |
| YTD | -52.6% | +76.4% | -129.0% | -62.8% |
| 1Y | -64.0% | +282.4% | -346.4% | -77.4% |
| 3Y | -36.4% | +206.2% | -242.6% | -61.6% |
| 5Y | -65.8% | +53.9% | -119.7% | -77.8% |
| 10Y | -5.8% | +1,572.3% | -1,578.1% | -59.5% |
| All | -5.8% | +1,568.0% | -1,573.8% | -59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling