+144.6%
IEFA vs VICR
+1,679.8%
-1,535.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.2% | -10.1% | -0.2% |
| 7D | -1.6% | +5.0% | -6.5% | -2.2% |
| 30D | -1.5% | -12.5% | +11.0% | -0.4% |
| 3M | +3.4% | -33.6% | +37.0% | +6.8% |
| 6M | +9.5% | +10.7% | -1.2% | +4.7% |
| YTD | +13.0% | +80.6% | -67.5% | +1.4% |
| 1Y | +18.0% | +288.4% | -270.4% | -4.5% |
| 3Y | +65.4% | +213.8% | -148.4% | +30.9% |
| 5Y | +51.6% | +58.8% | -7.3% | +23.2% |
| All | +144.6% | +1,679.8% | -1,535.2% | +41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling