+1.2%
VTEB vs VICR
+57.6%
-56.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.2% | -10.8% | +0.3% |
| 7D | -0.9% | +5.0% | -5.9% | -1.0% |
| 30D | -2.5% | -12.5% | +10.0% | -2.4% |
| 3M | -3.0% | -33.6% | +30.6% | -2.8% |
| 6M | -2.1% | +10.7% | -12.8% | -2.4% |
| YTD | -1.5% | +80.6% | -82.1% | -2.1% |
| 1Y | +0.2% | +288.4% | -288.2% | -1.1% |
| 3Y | +8.6% | +213.8% | -205.2% | +7.0% |
| All | +1.2% | +57.6% | -56.5% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling