-99.9%
ICU vs VT
+84.1%
-183.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -3.6% | +0.4% | -4.0% | -3.6% |
| 30D | -1.3% | +1.0% | -2.3% | -1.5% |
| 3M | -4.8% | +2.4% | -7.2% | -5.2% |
| 6M | +18.7% | +12.0% | +6.7% | +17.4% |
| YTD | +24.2% | +15.3% | +8.8% | +22.5% |
| 1Y | -63.6% | +22.6% | -86.2% | -64.1% |
| 3Y | -95.3% | +74.7% | -169.9% | -95.1% |
| 5Y | -99.9% | +66.1% | -166.0% | -99.9% |
| All | -99.9% | +84.1% | -183.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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