-20.9%
VST vs VICR
+272.1%
-293.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.0% | +2.7% |
| 7D | +8.9% | +0.4% | +8.5% | +8.8% |
| 30D | +6.2% | -13.9% | +20.1% | +8.3% |
| 3M | -2.7% | -38.4% | +35.7% | +3.0% |
| 6M | -8.4% | -7.2% | -1.1% | -10.1% |
| YTD | -7.2% | +72.0% | -79.2% | -13.8% |
| 1Y | -20.9% | +263.3% | -284.2% | -34.7% |
| All | -20.9% | +272.1% | -293.0% | -34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling