+1,669.3%
VICR vs VO
+827.2%
+842.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.8% |
| 7D | +0.4% | -0.3% | +0.7% | +0.9% |
| 30D | -13.9% | -0.3% | -13.6% | -13.3% |
| 3M | -38.4% | +2.9% | -41.4% | -40.5% |
| 6M | -7.2% | +9.3% | -16.6% | -16.4% |
| YTD | +72.0% | +14.2% | +57.8% | +45.6% |
| 1Y | +263.3% | +15.3% | +248.0% | +203.7% |
| 3Y | +173.3% | +56.2% | +117.0% | +50.6% |
| 5Y | +47.3% | +42.4% | +4.9% | -1.5% |
| 10Y | +1,495.2% | +194.7% | +1,300.4% | +271.9% |
| All | +1,669.3% | +827.2% | +842.1% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling