+371.7%
TPR vs VICR
+1,071.4%
-699.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.7% | -2.4% |
| 7D | +6.4% | +5.7% | +0.7% | +4.6% |
| 30D | +13.8% | -35.2% | +48.9% | +21.0% |
| 3M | -16.6% | -20.3% | +3.7% | -16.5% |
| 6M | +0.7% | -46.3% | +47.0% | +5.7% |
| YTD | +5.3% | +53.4% | -48.0% | -15.2% |
| 1Y | +32.4% | +81.6% | -49.2% | +2.4% |
| 3Y | +406.4% | +360.5% | +45.8% | +187.6% |
| 5Y | +227.9% | +4.4% | +223.5% | +141.7% |
| 10Y | +371.7% | +1,055.3% | -683.6% | +93.5% |
| All | +371.7% | +1,071.4% | -699.7% | +93.5% |
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