+895.1%
VICR vs VIG
+614.0%
+281.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -3.9% |
| 7D | +1.3% | -1.2% | +2.4% | +3.3% |
| 30D | -11.9% | -2.8% | -9.1% | -7.5% |
| 3M | -35.1% | +2.5% | -37.6% | -38.2% |
| 6M | +8.1% | +8.1% | 0.0% | -4.5% |
| YTD | +67.8% | +9.6% | +58.2% | +45.5% |
| 1Y | +267.3% | +14.2% | +253.1% | +197.2% |
| 3Y | +191.2% | +56.1% | +135.1% | +40.5% |
| 5Y | +48.1% | +62.8% | -14.8% | -31.3% |
| 10Y | +1,546.1% | +248.2% | +1,297.9% | +99.1% |
| All | +895.1% | +614.0% | +281.1% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling