+271.2%
EW vs VICR
+978.3%
-707.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.6% |
| 7D | +4.9% | +8.3% | -3.4% | +4.0% |
| 30D | +23.9% | -35.2% | +59.1% | +28.4% |
| 3M | +15.8% | -29.8% | +45.6% | +17.8% |
| 6M | +31.7% | -48.6% | +80.2% | +36.0% |
| YTD | +25.7% | +45.1% | -19.4% | +11.9% |
| 1Y | +24.4% | +79.6% | -55.1% | +7.8% |
| 3Y | +65.9% | +335.4% | -269.5% | +19.8% |
| 5Y | -7.6% | -1.0% | -6.6% | -22.3% |
| All | +271.2% | +978.3% | -707.1% | +112.9% |
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