-99.9%
ICU vs VT
+73.1%
-173.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -16.1% | -2.3% | -13.8% | -15.6% |
| 30D | -49.5% | -5.0% | -44.5% | -48.9% |
| 3M | -38.4% | -4.9% | -33.5% | -37.8% |
| 6M | -61.4% | -1.5% | -59.9% | -61.2% |
| YTD | -21.7% | +8.5% | -30.2% | -21.8% |
| 1Y | -59.2% | +11.4% | -70.6% | -59.4% |
| 3Y | -99.0% | +70.1% | -169.1% | -99.0% |
| 5Y | -99.9% | +53.7% | -153.7% | -99.9% |
| All | -99.9% | +73.1% | -173.0% | -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