+2,253.8%
VICR vs VCLT
+103.3%
+2,150.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.5% |
| 7D | +9.8% | +0.3% | +9.5% | +9.7% |
| 30D | -12.6% | -0.6% | -12.0% | -12.4% |
| 3M | -29.7% | -2.2% | -27.4% | -29.0% |
| 6M | +18.8% | -2.9% | +21.7% | +20.8% |
| YTD | +76.4% | -2.1% | +78.4% | +78.8% |
| 1Y | +282.4% | -2.6% | +284.9% | +288.3% |
| 3Y | +206.2% | +12.5% | +193.7% | +196.8% |
| 5Y | +53.9% | -15.3% | +69.2% | +50.0% |
| 10Y | +1,572.3% | +16.6% | +1,555.7% | +1,710.5% |
| All | +2,253.8% | +103.3% | +2,150.5% | +4,521.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling