-12.6%
TLT vs VICR
+978.3%
-990.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.4% |
| 7D | -3.1% | +8.3% | -11.4% | -3.1% |
| 30D | +1.0% | -35.2% | +36.2% | +0.9% |
| 3M | -2.7% | -29.8% | +27.1% | -2.9% |
| 6M | -4.1% | -48.6% | +44.4% | -4.4% |
| YTD | -5.4% | +45.1% | -50.5% | -4.8% |
| 1Y | -7.0% | +79.6% | -86.6% | -6.2% |
| 3Y | +2.8% | +335.4% | -332.6% | +5.0% |
| 5Y | -35.4% | -1.0% | -34.3% | -36.3% |
| All | -12.6% | +978.3% | -990.9% | -3.2% |
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