+2,397.0%
VRT vs VICR
+206.7%
+2,190.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.2% | -2.4% | -4.7% |
| 7D | -7.7% | -0.4% | -7.3% | -7.4% |
| 30D | -12.0% | -15.6% | +3.6% | -7.6% |
| 3M | -11.7% | -35.4% | +23.7% | -0.8% |
| 6M | -8.1% | +1.3% | -9.4% | -12.0% |
| YTD | +53.2% | +62.5% | -9.2% | +26.9% |
| 1Y | +81.7% | +255.5% | -173.8% | +18.0% |
| 3Y | +535.3% | +182.0% | +353.3% | +316.4% |
| 5Y | +916.4% | +42.9% | +873.5% | +594.7% |
| All | +2,397.0% | +206.7% | +2,190.3% | +1,193.7% |
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