+226.1%
ACWI vs VICR
+1,016.5%
-790.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.5% | -0.3% |
| 7D | +2.7% | +21.9% | -19.2% | +0.1% |
| 30D | -2.6% | -38.4% | +35.8% | +2.4% |
| 3M | -3.2% | -27.2% | +24.0% | -1.2% |
| 6M | +1.9% | -43.7% | +45.6% | +5.4% |
| YTD | +11.3% | +50.3% | -38.9% | -1.0% |
| 1Y | +11.7% | +74.6% | -62.9% | -2.8% |
| 3Y | +74.4% | +351.2% | -276.8% | +25.4% |
| 5Y | +59.5% | +2.5% | +57.0% | +33.4% |
| All | +226.1% | +1,016.5% | -790.4% | +84.9% |
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