+2,138.8%
VICR vs VCLT
+102.9%
+2,035.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | +1.3% | 0.0% | +1.2% | +1.3% |
| 30D | -11.9% | +0.1% | -12.1% | -12.0% |
| 3M | -35.1% | -2.9% | -32.3% | -34.3% |
| 6M | +8.1% | -4.0% | +12.1% | +10.4% |
| YTD | +67.8% | -2.2% | +70.0% | +70.2% |
| 1Y | +267.3% | -2.6% | +269.9% | +273.1% |
| 3Y | +191.2% | +12.3% | +178.9% | +182.5% |
| 5Y | +48.1% | -16.4% | +64.5% | +44.5% |
| 10Y | +1,546.1% | +18.1% | +1,528.0% | +1,706.2% |
| All | +2,138.8% | +102.9% | +2,035.8% | +4,299.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded VCLT 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling