+382.8%
VNQ vs VICR
+1,833.2%
-1,450.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.2% |
| 7D | -2.6% | -0.4% | -2.2% | -2.6% |
| 30D | -2.3% | -15.6% | +13.2% | +0.3% |
| 3M | -2.8% | -35.4% | +32.6% | +2.7% |
| 6M | +2.5% | +1.3% | +1.2% | -4.9% |
| YTD | +8.4% | +62.5% | -54.0% | -10.5% |
| 1Y | +6.8% | +255.5% | -248.7% | -27.4% |
| 3Y | +29.9% | +182.0% | -152.1% | -15.8% |
| 5Y | +7.2% | +42.9% | -35.7% | -27.9% |
| 10Y | +62.5% | +1,494.0% | -1,431.5% | -54.7% |
| All | +382.8% | +1,833.2% | -1,450.4% | -16.3% |
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