-39.6%
ZBRA vs VICR
+57.6%
-97.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.2% | -9.3% | -0.4% |
| 7D | -3.4% | +5.0% | -8.4% | -4.5% |
| 30D | -7.4% | -12.5% | +5.1% | -5.4% |
| 3M | +57.5% | -33.6% | +91.1% | +67.1% |
| 6M | +64.0% | +10.7% | +53.3% | +49.3% |
| YTD | +44.3% | +80.6% | -36.3% | +15.4% |
| 1Y | +10.9% | +288.4% | -277.5% | -27.6% |
| 3Y | +37.5% | +213.8% | -176.3% | -12.7% |
| All | -39.6% | +57.6% | -97.2% | -59.4% |
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