+18.7%
VCIT vs VICR
+336.6%
-317.8%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.3% | -0.1% |
| 7D | -1.4% | +8.3% | -9.7% | -1.5% |
| 30D | +0.6% | -35.2% | +35.7% | +0.9% |
| 3M | -2.2% | -29.8% | +27.6% | -2.1% |
| 6M | -2.3% | -48.6% | +46.3% | -2.0% |
| YTD | -2.2% | +45.1% | -47.3% | -3.1% |
| 1Y | -1.4% | +79.6% | -80.9% | -2.5% |
| 3Y | +18.7% | +335.4% | -316.6% | +13.2% |
| All | +18.7% | +336.6% | -317.8% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling