+1,055.3%
VICR vs VT
+224.4%
+831.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.8% | +1.8% |
| 7D | +5.7% | -0.7% | +6.4% | +8.4% |
| 30D | -35.2% | -1.7% | -33.4% | -31.7% |
| 3M | -20.3% | -2.3% | -18.0% | -14.6% |
| 6M | -46.3% | +1.5% | -47.8% | -45.0% |
| YTD | +53.4% | +12.0% | +41.3% | +36.3% |
| 1Y | +81.6% | +12.9% | +68.7% | +59.7% |
| 3Y | +360.5% | +74.9% | +285.6% | +102.8% |
| 5Y | +4.4% | +59.9% | -55.5% | -43.4% |
| 10Y | +1,055.3% | +224.6% | +830.7% | +78.2% |
| All | +1,055.3% | +224.4% | +831.0% | +78.2% |
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