+1,484.1%
VTR vs VICR
+1,088.1%
+395.9%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.7% |
| 7D | -1.8% | -0.4% | -1.4% | -1.8% |
| 30D | +4.0% | -15.6% | +19.6% | +6.1% |
| 3M | +7.8% | -35.4% | +43.2% | +12.3% |
| 6M | +6.4% | +1.3% | +5.1% | +0.5% |
| YTD | +18.3% | +62.5% | -44.1% | +2.6% |
| 1Y | +33.9% | +255.5% | -221.5% | +0.7% |
| 3Y | +134.3% | +182.0% | -47.7% | +69.7% |
| 5Y | +90.3% | +42.9% | +47.4% | +41.3% |
| 10Y | +100.1% | +1,494.0% | -1,393.9% | -13.0% |
| All | +1,484.1% | +1,088.1% | +395.9% | +440.6% |
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 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