+80.2%
VICR vs VSXY
+37.5%
+42.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +3.1% | +8.1% | +10.3% |
| 7D | +5.0% | +0.1% | +4.8% | +5.0% |
| 30D | -12.5% | -18.7% | +6.2% | -8.0% |
| 3M | -33.6% | -4.0% | -29.6% | -33.9% |
| 6M | +10.7% | +67.5% | -56.8% | -8.4% |
| YTD | +80.6% | +39.7% | +40.9% | +57.4% |
| 1Y | +288.4% | +180.0% | +108.4% | +177.0% |
| 3Y | +213.8% | +337.3% | -123.5% | +76.5% |
| 5Y | +58.8% | +22.7% | +36.2% | +18.1% |
| All | +80.2% | +37.5% | +42.6% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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