+73.4%
VT vs VICR
+336.6%
-263.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | 0.0% |
| 7D | +2.4% | +8.3% | -5.9% | +1.6% |
| 30D | -1.5% | -35.2% | +33.7% | +1.7% |
| 3M | -4.1% | -29.8% | +25.7% | -2.4% |
| 6M | +0.6% | -48.6% | +49.1% | +4.1% |
| YTD | +11.0% | +45.1% | -34.1% | +1.8% |
| 1Y | +13.3% | +79.6% | -66.2% | +1.6% |
| 3Y | +73.4% | +335.4% | -262.0% | +33.1% |
| All | +73.4% | +336.6% | -263.2% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling