+1,601.7%
VICR vs VYM
+209.2%
+1,392.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.7% | +10.5% | +10.1% |
| 7D | +5.0% | -0.8% | +5.8% | +6.4% |
| 30D | -12.5% | -2.2% | -10.2% | -9.3% |
| 3M | -33.6% | +3.1% | -36.7% | -36.9% |
| 6M | +10.7% | +9.7% | +1.0% | -2.8% |
| YTD | +80.6% | +14.9% | +65.7% | +48.7% |
| 1Y | +288.4% | +17.6% | +270.8% | +209.6% |
| 3Y | +213.8% | +65.3% | +148.5% | +57.3% |
| 5Y | +58.8% | +78.7% | -19.9% | -26.5% |
| All | +1,601.7% | +209.2% | +1,392.6% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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