-56.3%
Z vs VICR
-6.0%
-50.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.7% | -11.2% | -3.7% |
| 7D | -4.6% | -23.1% | +18.6% | -1.3% |
| 30D | +8.3% | -48.1% | +56.4% | +17.5% |
| 3M | -11.6% | -32.8% | +21.2% | -9.6% |
| 6M | -33.6% | -47.6% | +14.0% | -32.1% |
| YTD | -56.7% | +34.0% | -90.7% | -64.8% |
| 1Y | -59.1% | +65.0% | -124.1% | -68.3% |
| 3Y | -20.4% | +277.1% | -297.5% | -54.4% |
| All | -56.3% | -6.0% | -50.4% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling