+1,601.7%
VICR vs NWSA
+149.4%
+1,452.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.2% | +10.9% | +11.0% |
| 7D | +5.0% | -2.8% | +7.8% | +6.8% |
| 30D | -12.5% | +3.0% | -15.5% | -14.4% |
| 3M | -33.6% | +12.3% | -45.9% | -40.2% |
| 6M | +10.7% | +21.9% | -11.2% | -5.9% |
| YTD | +80.6% | +13.6% | +67.0% | +58.7% |
| 1Y | +288.4% | +0.5% | +287.9% | +268.7% |
| 3Y | +213.8% | +43.8% | +170.0% | +137.0% |
| 5Y | +58.8% | +41.2% | +17.7% | +18.9% |
| All | +1,601.7% | +149.4% | +1,452.4% | +713.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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