+192.7%
VSH vs VICR
+1,679.8%
-1,487.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +11.2% | -5.0% | +2.9% |
| 7D | +4.8% | +5.0% | -0.2% | +3.2% |
| 30D | -0.7% | -12.5% | +11.8% | +2.9% |
| 3M | -43.1% | -33.6% | -9.5% | -36.2% |
| 6M | +91.8% | +10.7% | +81.1% | +83.7% |
| YTD | +131.6% | +80.6% | +51.0% | +93.0% |
| 1Y | +118.1% | +288.4% | -170.3% | +45.0% |
| 3Y | +40.9% | +213.8% | -172.9% | -8.4% |
| 5Y | +75.8% | +58.8% | +16.9% | +21.7% |
| All | +192.7% | +1,679.8% | -1,487.0% | +4.9% |
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