+170.2%
VEA vs VICR
+1,433.3%
-1,263.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | 0.0% |
| 7D | +0.3% | +1.3% | -0.9% | 0.0% |
| 30D | +0.4% | -11.9% | +12.4% | +2.2% |
| 3M | +4.8% | -35.1% | +40.0% | +10.8% |
| 6M | +11.3% | +8.1% | +3.1% | +4.5% |
| YTD | +17.4% | +67.8% | -50.4% | +0.6% |
| 1Y | +26.2% | +267.3% | -241.1% | -8.2% |
| 3Y | +77.7% | +191.2% | -113.5% | +24.9% |
| 5Y | +60.9% | +48.1% | +12.8% | +16.9% |
| 10Y | +163.6% | +1,546.1% | -1,382.5% | -7.0% |
| All | +170.2% | +1,433.3% | -1,263.1% | -32.8% |
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