+46.8%
VMC vs VICR
+42.6%
+4.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.4% | +0.6% |
| 7D | -3.7% | -0.4% | -3.3% | -3.7% |
| 30D | -12.8% | -15.6% | +2.8% | -11.6% |
| 3M | -7.9% | -35.4% | +27.5% | -5.4% |
| 6M | -7.5% | +1.3% | -8.8% | -10.6% |
| YTD | -11.6% | +62.5% | -74.1% | -19.0% |
| 1Y | -14.3% | +255.5% | -269.7% | -28.4% |
| 3Y | +18.5% | +182.0% | -163.5% | -3.3% |
| 5Y | +46.8% | +42.9% | +3.8% | +21.6% |
| All | +46.8% | +42.6% | +4.2% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling