+1,232.7%
VST vs VICR
+1,470.2%
-237.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.4% |
| 7D | +5.3% | +1.3% | +4.1% | +5.1% |
| 30D | +5.8% | -11.9% | +17.7% | +7.5% |
| 3M | +3.5% | -35.1% | +38.6% | +9.1% |
| 6M | -7.4% | +8.1% | -15.5% | -11.3% |
| YTD | -6.1% | +67.8% | -73.8% | -16.6% |
| 1Y | -21.6% | +267.3% | -288.9% | -39.2% |
| 3Y | +357.2% | +191.2% | +166.0% | +255.4% |
| 5Y | +777.0% | +48.1% | +729.0% | +597.8% |
| All | +1,232.7% | +1,470.2% | -237.5% | +646.2% |
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