+11,328.5%
TER vs VICR
+10,134.2%
+1,194.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.4% | -2.0% | -4.3% |
| 7D | +14.4% | +8.3% | +6.1% | +11.9% |
| 30D | -30.6% | -35.2% | +4.6% | -20.9% |
| 3M | -39.2% | -29.8% | -9.4% | -32.9% |
| 6M | -31.3% | -48.6% | +17.3% | -16.8% |
| YTD | +29.1% | +45.1% | -16.0% | +13.1% |
| 1Y | +47.4% | +79.6% | -32.1% | +21.4% |
| 3Y | +191.2% | +335.4% | -144.2% | +70.0% |
| 5Y | +74.0% | -1.0% | +75.0% | +36.2% |
| 10Y | +1,005.1% | +993.1% | +12.0% | +286.3% |
| All | +11,328.5% | +10,134.2% | +1,194.3% | +1,766.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling