+1,601.7%
VICR vs VCLT
+17.1%
+1,584.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | 0.0% | +11.1% | +11.1% |
| 7D | +5.0% | -1.4% | +6.3% | +6.3% |
| 30D | -12.5% | -1.2% | -11.3% | -11.6% |
| 3M | -33.6% | -4.8% | -28.8% | -30.5% |
| 6M | +10.7% | -2.6% | +13.2% | +14.5% |
| YTD | +80.6% | -3.3% | +83.9% | +88.2% |
| 1Y | +288.4% | -4.8% | +293.2% | +309.7% |
| 3Y | +213.8% | +11.5% | +202.3% | +190.3% |
| 5Y | +58.8% | -17.0% | +75.8% | +76.8% |
| All | +1,601.7% | +17.1% | +1,584.6% | +1,620.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling