+1,802.9%
TER vs VICR
+1,501.2%
+301.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.4% | -2.5% |
| 7D | +9.4% | -0.4% | +9.8% | +9.5% |
| 30D | -2.4% | -15.6% | +13.1% | +3.2% |
| 3M | +6.5% | -35.4% | +41.9% | +23.6% |
| 6M | +23.2% | +1.3% | +21.9% | +22.0% |
| YTD | +91.5% | +62.5% | +29.0% | +63.5% |
| 1Y | +214.8% | +255.5% | -40.7% | +108.4% |
| 3Y | +275.3% | +182.0% | +93.3% | +143.4% |
| 5Y | +211.9% | +42.9% | +169.0% | +119.7% |
| All | +1,802.9% | +1,501.2% | +301.8% | +679.3% |
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