+361.5%
ALL vs VICR
+1,679.8%
-1,318.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.4% | +0.1% |
| 7D | -2.3% | +5.0% | -7.2% | -2.6% |
| 30D | -0.4% | -12.5% | +12.1% | +0.2% |
| 3M | +16.0% | -33.6% | +49.6% | +17.8% |
| 6M | +24.6% | +10.7% | +13.9% | +20.0% |
| YTD | +23.7% | +80.6% | -56.9% | +13.9% |
| 1Y | +27.7% | +288.4% | -260.6% | +9.3% |
| 3Y | +150.2% | +213.8% | -63.6% | +110.1% |
| 5Y | +117.1% | +58.8% | +58.2% | +87.3% |
| All | +361.5% | +1,679.8% | -1,318.2% | +184.6% |
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