-14.5%
Z vs VICR
+1,187.5%
-1,202.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +11.3% | -7.5% | +1.6% |
| 7D | -5.2% | -6.5% | +1.4% | -4.4% |
| 30D | +5.7% | -38.5% | +44.3% | +13.8% |
| 3M | -8.7% | -26.1% | +17.3% | -7.7% |
| 6M | -26.0% | -36.2% | +10.3% | -26.7% |
| YTD | -55.0% | +49.2% | -104.2% | -65.1% |
| 1Y | -58.0% | +87.0% | -145.0% | -69.2% |
| 3Y | -15.2% | +350.4% | -365.6% | -56.0% |
| 5Y | -53.8% | +3.7% | -57.5% | -68.2% |
| 10Y | -14.5% | +1,084.9% | -1,099.4% | -65.3% |
| All | -14.5% | +1,187.5% | -1,202.0% | -65.3% |
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