+41.1%
AR vs VICR
+1,501.2%
-1,460.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.5% |
| 7D | -1.3% | -0.4% | -0.9% | -1.3% |
| 30D | +3.5% | -15.6% | +19.1% | +5.2% |
| 3M | +9.9% | -35.4% | +45.3% | +13.7% |
| 6M | +4.5% | +1.3% | +3.3% | -1.2% |
| YTD | +13.7% | +62.5% | -48.8% | -1.6% |
| 1Y | +19.2% | +255.5% | -236.2% | -10.3% |
| 3Y | +46.2% | +182.0% | -135.8% | +7.5% |
| 5Y | +145.9% | +42.9% | +103.0% | +89.2% |
| All | +41.1% | +1,501.2% | -1,460.1% | -34.1% |
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