+1,601.7%
VICR vs VIG
+250.0%
+1,351.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.7% | +10.4% | +10.0% |
| 7D | +5.0% | -1.1% | +6.0% | +7.0% |
| 30D | -12.5% | -2.7% | -9.7% | -8.4% |
| 3M | -33.6% | +2.5% | -36.1% | -36.6% |
| 6M | +10.7% | +9.2% | +1.4% | -3.1% |
| YTD | +80.6% | +9.8% | +70.7% | +57.5% |
| 1Y | +288.4% | +12.4% | +276.0% | +227.3% |
| 3Y | +213.8% | +55.9% | +157.9% | +61.9% |
| 5Y | +58.8% | +63.9% | -5.1% | -21.4% |
| All | +1,601.7% | +250.0% | +1,351.7% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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