+68.0%
ACWI vs VICR
+47.8%
+20.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.6% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | +0.9% | -13.9% | +14.8% | +2.1% |
| 3M | +2.4% | -38.4% | +40.8% | +6.3% |
| 6M | +12.4% | -7.2% | +19.6% | +9.9% |
| YTD | +15.2% | +72.0% | -56.9% | +5.0% |
| 1Y | +22.7% | +263.3% | -240.6% | +2.2% |
| 3Y | +75.8% | +173.3% | -97.5% | +44.8% |
| All | +68.0% | +47.8% | +20.2% | +37.5% |
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