+1,044.2%
VICR vs EXR
+216.3%
+827.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | +8.3% | -0.4% | +8.7% | +8.5% |
| 30D | -35.2% | +18.2% | -53.4% | -39.7% |
| 3M | -29.8% | +7.3% | -37.2% | -32.3% |
| 6M | -48.6% | +13.8% | -62.4% | -52.1% |
| YTD | +45.1% | +25.9% | +19.2% | +30.0% |
| 1Y | +79.6% | +25.8% | +53.8% | +60.8% |
| 3Y | +335.4% | +53.7% | +281.7% | +247.3% |
| 5Y | -1.0% | -1.8% | +0.7% | -6.3% |
| All | +1,044.2% | +216.3% | +827.9% | +697.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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