-20.8%
TLT vs VICR
+1,501.2%
-1,522.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.2% |
| 7D | -1.6% | -0.4% | -1.2% | -1.6% |
| 30D | -1.3% | -15.6% | +14.2% | -1.4% |
| 3M | -3.7% | -35.4% | +31.6% | -3.9% |
| 6M | -6.4% | +1.3% | -7.6% | -6.1% |
| YTD | -4.5% | +62.5% | -66.9% | -3.7% |
| 1Y | -5.9% | +255.5% | -261.3% | -4.4% |
| 3Y | -2.8% | +182.0% | -184.8% | -1.3% |
| 5Y | -35.1% | +42.9% | -78.0% | -35.1% |
| All | -20.8% | +1,501.2% | -1,522.0% | -6.5% |
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