+18.2%
EWJ vs VICR
+76.0%
-57.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -11.1% | +12.5% | +2.5% |
| 7D | -1.2% | -26.6% | +25.4% | +1.8% |
| 30D | -5.5% | -47.9% | +42.5% | +0.6% |
| 3M | -0.8% | -29.8% | +29.0% | +1.5% |
| 6M | +7.1% | -36.6% | +43.7% | +8.6% |
| YTD | +16.9% | +45.1% | -28.3% | +5.4% |
| 1Y | +18.2% | +80.0% | -61.8% | +3.4% |
| All | +18.2% | +76.0% | -57.8% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling