-16.0%
Z vs VICR
+1,054.9%
-1,070.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -5.3% |
| 7D | -6.5% | -9.7% | +3.2% | -5.1% |
| 30D | -0.1% | -39.2% | +39.1% | +7.8% |
| 3M | -14.1% | -22.6% | +8.4% | -14.0% |
| 6M | -30.1% | -37.0% | +6.9% | -30.6% |
| YTD | -57.5% | +47.5% | -105.0% | -66.9% |
| 1Y | -60.3% | +75.0% | -135.3% | -70.5% |
| 3Y | -21.0% | +343.0% | -364.0% | -58.9% |
| 5Y | -54.9% | +3.9% | -58.8% | -69.0% |
| 10Y | -16.0% | +1,034.6% | -1,050.6% | -66.1% |
| All | -16.0% | +1,054.9% | -1,070.9% | -66.1% |
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