+277.1%
VICR vs VT
+69.7%
+207.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.2% | +8.5% | +8.1% |
| 7D | -23.1% | -2.3% | -20.8% | -18.0% |
| 30D | -48.1% | -5.0% | -43.1% | -39.5% |
| 3M | -32.8% | -4.9% | -28.0% | -21.5% |
| 6M | -47.6% | -1.5% | -46.1% | -42.1% |
| YTD | +34.0% | +8.5% | +25.5% | +22.6% |
| 1Y | +65.0% | +11.4% | +53.6% | +43.4% |
| 3Y | +277.1% | +70.1% | +207.0% | +23.8% |
| All | +277.1% | +69.7% | +207.4% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling