+423.9%
ZBRA vs VICR
+1,679.8%
-1,255.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.2% | -9.3% | -0.8% |
| 7D | -3.4% | +5.0% | -8.4% | -4.7% |
| 30D | -7.4% | -12.5% | +5.1% | -5.1% |
| 3M | +57.5% | -33.6% | +91.1% | +68.5% |
| 6M | +64.0% | +10.7% | +53.3% | +47.8% |
| YTD | +44.3% | +80.6% | -36.3% | +12.7% |
| 1Y | +10.9% | +288.4% | -277.5% | -30.7% |
| 3Y | +37.5% | +213.8% | -176.3% | -16.4% |
| 5Y | -39.7% | +58.8% | -98.5% | -60.6% |
| All | +423.9% | +1,679.8% | -1,255.9% | +67.2% |
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