+24.7%
Z vs VICR
+1,779.9%
-1,755.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.6% | -3.3% |
| 7D | -3.0% | +0.4% | -3.4% | -3.1% |
| 30D | -4.2% | -13.9% | +9.8% | -2.0% |
| 3M | -3.7% | -38.4% | +34.7% | +2.9% |
| 6M | -24.5% | -7.2% | -17.3% | -29.8% |
| YTD | -49.3% | +72.0% | -121.3% | -60.2% |
| 1Y | -58.7% | +263.3% | -322.0% | -73.9% |
| 3Y | -34.1% | +173.3% | -207.4% | -59.3% |
| 5Y | -64.5% | +47.3% | -111.8% | -76.9% |
| 10Y | -0.5% | +1,495.2% | -1,495.7% | -64.7% |
| All | +24.7% | +1,779.9% | -1,755.2% | -59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling