+358.6%
VT vs VICR
+1,591.7%
-1,233.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -0.1% | -9.7% | +9.5% | +1.2% |
| 30D | -3.1% | -39.2% | +36.2% | +4.2% |
| 3M | -3.5% | -22.6% | +19.1% | -2.0% |
| 6M | +0.5% | -37.0% | +37.4% | +2.5% |
| YTD | +10.8% | +47.5% | -36.7% | -5.8% |
| 1Y | +11.9% | +75.0% | -63.1% | -8.0% |
| 3Y | +73.0% | +343.0% | -270.0% | +9.3% |
| 5Y | +58.6% | +3.9% | +54.7% | +20.9% |
| 10Y | +219.2% | +1,034.6% | -815.4% | +22.2% |
| All | +358.6% | +1,591.7% | -1,233.2% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling