+29.3%
VCIT vs VICR
+1,568.0%
-1,538.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.1% |
| 7D | +0.1% | +9.8% | -9.8% | -0.1% |
| 30D | -0.8% | -12.6% | +11.8% | -0.6% |
| 3M | -0.5% | -29.7% | +29.2% | -0.1% |
| 6M | -1.4% | +18.8% | -20.2% | -2.2% |
| YTD | -0.8% | +76.4% | -77.2% | -2.4% |
| 1Y | +0.3% | +282.4% | -282.1% | -2.9% |
| 3Y | +19.2% | +206.2% | -187.0% | +14.9% |
| 5Y | +3.6% | +53.9% | -50.3% | -0.1% |
| 10Y | +29.3% | +1,572.3% | -1,543.0% | +23.2% |
| All | +29.3% | +1,568.0% | -1,538.7% | +23.2% |
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