+94.9%
VICI vs VICR
+840.2%
-745.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.2% | -10.7% | -0.7% |
| 7D | -2.3% | +5.0% | -7.3% | -2.9% |
| 30D | -4.8% | -12.5% | +7.7% | -3.8% |
| 3M | -10.1% | -33.6% | +23.5% | -7.8% |
| 6M | -9.7% | +10.7% | -20.4% | -14.5% |
| YTD | -8.8% | +80.6% | -89.3% | -19.4% |
| 1Y | -20.2% | +288.4% | -308.6% | -37.1% |
| 3Y | -5.8% | +213.8% | -219.6% | -27.8% |
| 5Y | +9.5% | +58.8% | -49.3% | -12.4% |
| All | +94.9% | +840.2% | -745.3% | +8.8% |
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