+59.9%
VEA vs VICR
+57.6%
+2.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.2% | -10.1% | 0.0% |
| 7D | -1.5% | +5.0% | -6.4% | -2.0% |
| 30D | -0.8% | -12.5% | +11.6% | +0.2% |
| 3M | +2.5% | -33.6% | +36.1% | +5.5% |
| 6M | +11.1% | +10.7% | +0.5% | +7.3% |
| YTD | +17.2% | +80.6% | -63.4% | +7.4% |
| 1Y | +24.5% | +288.4% | -263.9% | +5.1% |
| 3Y | +75.4% | +213.8% | -138.4% | +45.3% |
| All | +59.9% | +57.6% | +2.2% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling