+189.1%
VICR vs VLTO
+55.4%
+133.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -1.8% |
| 7D | +21.9% | +0.8% | +21.1% | +21.8% |
| 30D | -38.4% | +18.7% | -57.1% | -40.7% |
| 3M | -27.2% | +21.7% | -48.9% | -30.5% |
| 6M | -43.7% | +35.8% | -79.6% | -49.6% |
| YTD | +50.3% | +18.3% | +32.0% | +45.3% |
| 1Y | +74.6% | +20.9% | +53.7% | +66.1% |
| 3Y | +351.2% | +68.8% | +282.4% | +257.6% |
| All | +189.1% | +55.4% | +133.7% | +138.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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