+221.6%
ACWI vs VICR
+1,054.9%
-833.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | -0.3% |
| 7D | -0.2% | -9.7% | +9.5% | +0.8% |
| 30D | -3.3% | -39.2% | +36.0% | +1.9% |
| 3M | -3.4% | -22.6% | +19.2% | -2.3% |
| 6M | +0.8% | -37.0% | +37.8% | +2.4% |
| YTD | +10.7% | +47.5% | -36.8% | -1.3% |
| 1Y | +11.6% | +75.0% | -63.4% | -2.9% |
| 3Y | +73.4% | +343.0% | -269.6% | +25.0% |
| 5Y | +60.2% | +3.9% | +56.3% | +33.6% |
| 10Y | +221.6% | +1,034.6% | -813.0% | +83.7% |
| All | +221.6% | +1,054.9% | -833.3% | +83.7% |
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