+141.9%
EWJ vs VICR
+1,679.8%
-1,537.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +11.2% | -9.0% | +1.0% |
| 7D | +0.3% | +5.0% | -4.7% | -0.3% |
| 30D | +0.8% | -12.5% | +13.3% | +1.9% |
| 3M | +7.5% | -33.6% | +41.1% | +11.0% |
| 6M | +15.6% | +10.7% | +4.9% | +11.3% |
| YTD | +22.7% | +80.6% | -57.8% | +11.6% |
| 1Y | +26.4% | +288.4% | -261.9% | +4.8% |
| 3Y | +72.5% | +213.8% | -141.3% | +40.5% |
| 5Y | +52.4% | +58.8% | -6.4% | +26.8% |
| All | +141.9% | +1,679.8% | -1,537.9% | +48.6% |
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