+3,001.0%
VMC vs VICR
+11,731.3%
-8,730.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -2.6% |
| 7D | -5.3% | +1.3% | -6.6% | -5.5% |
| 30D | -12.3% | -11.9% | -0.3% | -11.1% |
| 3M | -10.3% | -35.1% | +24.9% | -6.6% |
| 6M | -8.6% | +8.1% | -16.7% | -13.2% |
| YTD | -11.9% | +67.8% | -79.6% | -22.1% |
| 1Y | -13.9% | +267.3% | -281.2% | -32.9% |
| 3Y | +18.2% | +191.2% | -173.1% | -10.2% |
| 5Y | +47.7% | +48.1% | -0.3% | +15.5% |
| 10Y | +152.5% | +1,546.1% | -1,393.6% | +29.5% |
| All | +3,001.0% | +11,731.3% | -8,730.3% | +1,055.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling