+62.1%
VICR vs VSXY
+33.4%
+28.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -2.3% |
| 7D | -0.4% | -0.3% | -0.1% | -0.2% |
| 30D | -15.6% | -22.1% | +6.5% | -10.3% |
| 3M | -35.4% | -1.1% | -34.2% | -36.2% |
| 6M | +1.3% | +53.8% | -52.5% | -14.3% |
| YTD | +62.5% | +35.5% | +27.0% | +42.7% |
| 1Y | +255.5% | +186.0% | +69.5% | +151.8% |
| 3Y | +182.0% | +343.2% | -161.2% | +57.5% |
| 5Y | +42.9% | +19.0% | +23.9% | +7.0% |
| All | +62.1% | +33.4% | +28.6% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling