+1,389.9%
VICR vs VYM
+484.2%
+905.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.6% | -2.3% |
| 7D | -0.4% | -1.9% | +1.5% | +2.7% |
| 30D | -15.6% | -2.6% | -13.0% | -11.9% |
| 3M | -35.4% | +3.6% | -39.0% | -39.2% |
| 6M | +1.3% | +8.7% | -7.4% | -10.3% |
| YTD | +62.5% | +14.1% | +48.3% | +33.8% |
| 1Y | +255.5% | +17.8% | +237.6% | +178.7% |
| 3Y | +182.0% | +64.5% | +117.5% | +34.8% |
| 5Y | +42.9% | +77.5% | -34.6% | -37.9% |
| 10Y | +1,494.0% | +206.1% | +1,287.9% | +190.2% |
| All | +1,389.9% | +484.2% | +905.7% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling