+42.9%
VICR vs VO
+40.2%
+2.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -1.4% |
| 7D | -0.4% | -2.5% | +2.1% | +4.5% |
| 30D | -15.6% | -3.2% | -12.3% | -9.9% |
| 3M | -35.4% | +3.9% | -39.3% | -39.4% |
| 6M | +1.3% | +9.6% | -8.4% | -11.4% |
| YTD | +62.5% | +11.6% | +50.9% | +38.9% |
| 1Y | +255.5% | +12.6% | +242.8% | +199.6% |
| 3Y | +182.0% | +55.4% | +126.6% | +43.4% |
| 5Y | +42.9% | +41.8% | +1.1% | -12.1% |
| All | +42.9% | +40.2% | +2.7% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling