+1,431.0%
VICR vs VO
+197.9%
+1,233.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -1.7% |
| 7D | -0.4% | -2.5% | +2.1% | +3.8% |
| 30D | -15.6% | -3.2% | -12.3% | -10.7% |
| 3M | -35.4% | +3.9% | -39.3% | -38.8% |
| 6M | +1.3% | +9.6% | -8.4% | -9.7% |
| YTD | +62.5% | +11.6% | +50.9% | +42.0% |
| 1Y | +255.5% | +12.6% | +242.8% | +207.0% |
| 3Y | +182.0% | +55.4% | +126.6% | +56.0% |
| 5Y | +42.9% | +41.8% | +1.1% | -4.9% |
| All | +1,431.0% | +197.9% | +1,233.0% | +258.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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