+2,260.0%
VGT vs VICR
+1,659.1%
+600.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | +0.9% |
| 7D | +1.5% | +1.3% | +0.2% | +1.1% |
| 30D | +0.5% | -11.9% | +12.5% | +2.7% |
| 3M | +5.3% | -35.1% | +40.4% | +12.7% |
| 6M | +32.4% | +8.1% | +24.3% | +24.2% |
| YTD | +28.6% | +67.8% | -39.2% | +8.7% |
| 1Y | +37.6% | +267.3% | -229.7% | -3.0% |
| 3Y | +125.5% | +191.2% | -65.7% | +54.9% |
| 5Y | +135.2% | +48.1% | +87.1% | +69.1% |
| 10Y | +812.9% | +1,546.1% | -733.2% | +255.6% |
| All | +2,260.0% | +1,659.1% | +600.9% | +571.4% |
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 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