+96.1%
VCIT vs VICR
+1,740.4%
-1,644.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.8% | -0.2% |
| 7D | +0.1% | -23.1% | +23.2% | +0.3% |
| 30D | +1.9% | -48.1% | +50.0% | +2.5% |
| 3M | -1.4% | -32.8% | +31.4% | -1.2% |
| 6M | -2.1% | -47.6% | +45.5% | -1.8% |
| YTD | -1.6% | +34.0% | -35.7% | -2.4% |
| 1Y | -0.9% | +65.0% | -65.9% | -1.9% |
| 3Y | +20.0% | +277.1% | -257.1% | +17.2% |
| 5Y | +3.1% | -5.3% | +8.4% | +1.1% |
| 10Y | +28.7% | +1,075.0% | -1,046.3% | +27.4% |
| All | +96.1% | +1,740.4% | -1,644.3% | +97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling