+1,572.3%
VICR vs VT
+221.4%
+1,350.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +3.5% |
| 7D | +9.8% | +1.0% | +8.8% | +7.8% |
| 30D | -12.6% | -0.2% | -12.4% | -12.1% |
| 3M | -29.7% | +4.5% | -34.2% | -34.2% |
| 6M | +18.8% | +14.1% | +4.8% | -1.3% |
| YTD | +76.4% | +14.8% | +61.6% | +46.3% |
| 1Y | +282.4% | +21.2% | +261.2% | +190.4% |
| 3Y | +206.2% | +76.6% | +129.6% | +30.0% |
| 5Y | +53.9% | +66.6% | -12.7% | -24.0% |
| 10Y | +1,572.3% | +222.3% | +1,350.0% | +194.4% |
| All | +1,572.3% | +221.4% | +1,350.9% | +194.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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