+371.6%
ALL vs VICR
+978.3%
-606.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.5% |
| 7D | +5.0% | +8.3% | -3.3% | +4.6% |
| 30D | +13.3% | -35.2% | +48.5% | +15.2% |
| 3M | +3.2% | -29.8% | +33.0% | +3.9% |
| 6M | +25.3% | -48.6% | +73.9% | +27.1% |
| YTD | +30.5% | +45.1% | -14.7% | +20.2% |
| 1Y | +29.2% | +79.6% | -50.4% | +16.9% |
| 3Y | +119.1% | +335.4% | -216.3% | +74.1% |
| 5Y | +162.6% | -1.0% | +163.6% | +136.6% |
| All | +371.6% | +978.3% | -606.7% | +192.7% |
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