-55.0%
Z vs VICR
+1.5%
-56.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.2% | -2.0% |
| 7D | -4.9% | +21.9% | -26.8% | -7.7% |
| 30D | +3.0% | -38.4% | +41.3% | +9.0% |
| 3M | -13.4% | -27.2% | +13.8% | -12.3% |
| 6M | -27.3% | -43.7% | +16.4% | -25.7% |
| YTD | -57.8% | +50.3% | -108.0% | -66.2% |
| 1Y | -60.0% | +74.6% | -134.6% | -69.1% |
| 3Y | -21.5% | +351.2% | -372.7% | -56.5% |
| 5Y | -55.0% | +2.5% | -57.5% | -69.9% |
| All | -55.0% | +1.5% | -56.4% | -69.9% |
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