-17.5%
Z vs VICR
+361.4%
-378.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | +1.4% |
| 7D | -13.1% | +5.7% | -18.7% | -13.4% |
| 30D | +5.9% | -35.2% | +41.1% | +8.5% |
| 3M | -13.7% | -20.3% | +6.6% | -14.2% |
| 6M | -27.1% | -46.3% | +19.2% | -25.8% |
| YTD | -56.8% | +53.4% | -110.2% | -63.8% |
| 1Y | -60.2% | +81.6% | -141.8% | -67.7% |
| All | -17.5% | +361.4% | -378.9% | -55.7% |
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