+145.7%
VMC vs VICR
+1,679.8%
-1,534.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.2% | -10.3% | -0.6% |
| 7D | -3.8% | +5.0% | -8.7% | -4.4% |
| 30D | -9.7% | -12.5% | +2.8% | -8.5% |
| 3M | -9.6% | -33.6% | +24.0% | -6.5% |
| 6M | -4.8% | +10.7% | -15.5% | -10.1% |
| YTD | -10.9% | +80.6% | -91.5% | -22.1% |
| 1Y | -15.6% | +288.4% | -304.0% | -34.9% |
| 3Y | +19.3% | +213.8% | -194.5% | -10.8% |
| 5Y | +48.0% | +58.8% | -10.8% | +15.0% |
| All | +145.7% | +1,679.8% | -1,534.1% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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