+231.8%
ACWI vs VICR
+1,508.7%
-1,276.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | 0.0% |
| 7D | 0.0% | +1.3% | -1.3% | -0.2% |
| 30D | -0.6% | -11.9% | +11.4% | +0.7% |
| 3M | +4.3% | -35.1% | +39.4% | +8.5% |
| 6M | +12.7% | +8.1% | +4.5% | +7.5% |
| YTD | +13.9% | +67.8% | -53.8% | +1.7% |
| 1Y | +20.5% | +267.3% | -246.8% | -4.5% |
| 3Y | +76.5% | +191.2% | -114.7% | +36.9% |
| 5Y | +67.5% | +48.1% | +19.4% | +34.1% |
| 10Y | +231.8% | +1,546.1% | -1,314.3% | +78.3% |
| All | +231.8% | +1,508.7% | -1,276.8% | +78.3% |
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 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