+317.6%
VOO vs VICR
+1,679.8%
-1,362.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.3% | -0.6% |
| 7D | -0.8% | +5.0% | -5.7% | -1.5% |
| 30D | -1.1% | -12.5% | +11.4% | +0.2% |
| 3M | +3.9% | -33.6% | +37.5% | +7.8% |
| 6M | +13.6% | +10.7% | +3.0% | +7.7% |
| YTD | +12.7% | +80.6% | -67.9% | -1.2% |
| 1Y | +17.6% | +288.4% | -270.8% | -8.9% |
| 3Y | +77.3% | +213.8% | -136.5% | +34.1% |
| 5Y | +84.1% | +58.8% | +25.3% | +44.3% |
| All | +317.6% | +1,679.8% | -1,362.2% | +115.9% |
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