+92.6%
EWZ vs VICR
+1,508.7%
-1,416.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | -0.7% |
| 7D | -0.1% | +1.3% | -1.3% | -0.3% |
| 30D | +8.2% | -11.9% | +20.1% | +9.6% |
| 3M | +13.3% | -35.1% | +48.4% | +18.2% |
| 6M | +3.6% | +8.1% | -4.5% | -1.9% |
| YTD | +21.0% | +67.8% | -46.8% | +6.7% |
| 1Y | +34.7% | +267.3% | -232.6% | +4.3% |
| 3Y | +48.3% | +191.2% | -142.9% | +11.9% |
| 5Y | +60.1% | +48.1% | +12.0% | +26.0% |
| 10Y | +92.6% | +1,546.1% | -1,453.5% | -4.6% |
| All | +92.6% | +1,508.7% | -1,416.1% | -4.6% |
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