+356.3%
EWZ vs VICR
+366.7%
-10.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | +0.1% |
| 7D | +0.6% | +5.7% | -5.1% | -0.9% |
| 30D | -25.5% | -35.2% | +9.7% | -20.6% |
| 3M | -4.5% | -20.3% | +15.8% | -4.2% |
| 6M | -15.3% | -46.3% | +31.0% | -10.8% |
| YTD | +3.1% | +53.4% | -50.3% | -15.6% |
| 1Y | +1.2% | +81.6% | -80.4% | -20.3% |
| 3Y | +19.3% | +360.5% | -341.3% | -30.6% |
| 5Y | +52.3% | +4.4% | +47.8% | +8.8% |
| 10Y | +67.0% | +1,055.3% | -988.3% | -41.9% |
| All | +356.3% | +366.7% | -10.4% | +16.2% |
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