+142.8%
EFA vs VICR
+1,679.8%
-1,537.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.2% | -10.2% | -0.3% |
| 7D | -1.5% | +5.0% | -6.5% | -2.1% |
| 30D | -1.7% | -12.5% | +10.8% | -0.5% |
| 3M | +3.5% | -33.6% | +37.1% | +6.9% |
| 6M | +9.5% | +10.7% | -1.2% | +4.7% |
| YTD | +12.9% | +80.6% | -67.7% | +1.3% |
| 1Y | +18.2% | +288.4% | -270.2% | -4.2% |
| 3Y | +64.8% | +213.8% | -149.0% | +30.6% |
| 5Y | +53.9% | +58.8% | -5.0% | +25.3% |
| All | +142.8% | +1,679.8% | -1,537.0% | +40.0% |
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