+216.9%
B vs VICR
+1,016.5%
-799.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -3.0% |
| 7D | -6.2% | +21.9% | -28.1% | -7.4% |
| 30D | -6.6% | -38.4% | +31.8% | -4.0% |
| 3M | -7.9% | -27.2% | +19.3% | -6.9% |
| 6M | -16.8% | -43.7% | +26.9% | -15.1% |
| YTD | -11.7% | +50.3% | -61.9% | -14.9% |
| 1Y | +3.5% | +74.6% | -71.1% | -1.0% |
| 3Y | +165.7% | +351.2% | -185.5% | +139.4% |
| 5Y | +108.4% | +2.5% | +105.9% | +93.2% |
| All | +216.9% | +1,016.5% | -799.6% | +205.2% |
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