+948.7%
VTI vs VICR
+908.0%
+40.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.3% | +0.3% |
| 7D | -0.4% | +1.3% | -1.6% | -0.6% |
| 30D | -1.6% | -11.9% | +10.4% | +0.1% |
| 3M | +3.6% | -35.1% | +38.7% | +9.1% |
| 6M | +13.0% | +8.1% | +4.9% | +6.0% |
| YTD | +12.7% | +67.8% | -55.1% | -3.3% |
| 1Y | +18.4% | +267.3% | -248.9% | -13.2% |
| 3Y | +76.4% | +191.2% | -114.8% | +25.7% |
| 5Y | +73.7% | +48.1% | +25.6% | +28.0% |
| 10Y | +302.5% | +1,546.1% | -1,243.6% | +66.9% |
| All | +948.7% | +908.0% | +40.7% | +221.5% |
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