-38.0%
VG vs VICR
+231.9%
-269.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +2.1% |
| 7D | -2.5% | +9.8% | -12.4% | -2.8% |
| 30D | +11.1% | -12.6% | +23.7% | +11.5% |
| 3M | +14.9% | -29.7% | +44.6% | +15.6% |
| 6M | +18.4% | +18.8% | -0.5% | +8.2% |
| YTD | +116.6% | +76.4% | +40.2% | +72.5% |
| 1Y | +9.4% | +282.4% | -273.0% | -33.2% |
| All | -38.0% | +231.9% | -269.9% | -62.4% |
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