+13.5%
VT vs VICR
+98.0%
-84.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.2% |
| 7D | -1.6% | -15.6% | +14.0% | -0.3% |
| 30D | -2.5% | -42.0% | +39.6% | +1.5% |
| 3M | -1.3% | -16.2% | +14.9% | -1.0% |
| 6M | +3.1% | -33.3% | +36.4% | +3.8% |
| YTD | +10.9% | +63.3% | -52.4% | -1.1% |
| All | +13.5% | +98.0% | -84.5% | -2.9% |
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 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