+1,084.9%
VICR vs VT
+223.7%
+861.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.6% | +8.7% | +6.4% |
| 7D | -6.5% | +0.4% | -6.9% | -6.5% |
| 30D | -38.5% | -2.6% | -35.9% | -34.2% |
| 3M | -26.1% | -3.2% | -22.8% | -19.4% |
| 6M | -36.2% | +0.9% | -37.2% | -34.0% |
| YTD | +49.2% | +11.3% | +37.9% | +34.2% |
| 1Y | +87.0% | +14.0% | +73.0% | +61.9% |
| 3Y | +350.4% | +75.8% | +274.6% | +96.9% |
| 5Y | +3.7% | +57.8% | -54.1% | -42.5% |
| 10Y | +1,084.9% | +219.8% | +865.1% | +102.1% |
| All | +1,084.9% | +223.7% | +861.2% | +102.1% |
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