+56.0%
EWZ vs VICR
+3.5%
+52.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | +1.3% | -9.7% | +11.0% | +1.9% |
| 30D | -26.2% | -39.2% | +13.1% | -23.7% |
| 3M | -8.6% | -22.6% | +13.9% | -8.2% |
| 6M | -17.0% | -37.0% | +19.9% | -16.4% |
| YTD | +2.2% | +47.5% | -45.4% | -5.7% |
| 1Y | +2.7% | +75.0% | -72.3% | -6.7% |
| 3Y | +18.2% | +343.0% | -324.8% | -4.6% |
| 5Y | +56.0% | +3.9% | +52.1% | +37.8% |
| All | +56.0% | +3.5% | +52.5% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling