+129.7%
VTR vs VICR
+209.3%
-79.6%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.2% | -11.7% | -0.5% |
| 7D | -0.3% | +5.0% | -5.3% | -0.3% |
| 30D | +1.1% | -12.5% | +13.6% | +1.1% |
| 3M | +7.9% | -33.6% | +41.5% | +8.0% |
| 6M | +6.2% | +10.7% | -4.5% | +4.6% |
| YTD | +17.7% | +80.6% | -62.8% | +14.6% |
| 1Y | +32.9% | +288.4% | -255.5% | +26.3% |
| 3Y | +129.7% | +213.8% | -84.1% | +123.0% |
| All | +129.7% | +209.3% | -79.6% | +123.0% |
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