+152.2%
EWJ vs VICR
+1,340.3%
-1,188.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | -0.4% |
| 7D | +1.0% | +1.3% | -0.3% | +0.8% |
| 30D | +1.0% | -11.9% | +12.9% | +2.3% |
| 3M | +7.2% | -35.1% | +42.4% | +11.7% |
| 6M | +13.9% | +8.1% | +5.7% | +9.4% |
| YTD | +20.8% | +67.8% | -47.0% | +9.1% |
| 1Y | +26.4% | +267.3% | -240.9% | +2.2% |
| 3Y | +71.8% | +191.2% | -119.5% | +36.3% |
| 5Y | +49.9% | +48.1% | +1.8% | +21.5% |
| 10Y | +140.0% | +1,546.1% | -1,406.1% | +30.8% |
| All | +152.2% | +1,340.3% | -1,188.1% | +4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling