-99.9%
ICU vs VT
+72.7%
-172.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.8% | -5.1% |
| 7D | -16.9% | -4.2% | -12.7% | -16.2% |
| 30D | -39.8% | -5.8% | -34.0% | -39.1% |
| 3M | -36.4% | -5.2% | -31.2% | -35.8% |
| 6M | -56.6% | +0.1% | -56.7% | -56.4% |
| YTD | -20.0% | +8.2% | -28.2% | -20.1% |
| 1Y | -62.1% | +10.1% | -72.2% | -62.1% |
| 3Y | -99.1% | +69.7% | -168.7% | -99.1% |
| 5Y | -99.9% | +53.4% | -153.3% | -99.9% |
| All | -99.9% | +72.7% | -172.6% | -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