+715.9%
VTV vs VICR
+1,793.4%
-1,077.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.2% | -10.4% | -0.9% |
| 7D | -1.1% | +5.0% | -6.1% | -1.9% |
| 30D | -1.0% | -12.5% | +11.5% | +0.5% |
| 3M | +4.6% | -33.6% | +38.2% | +9.0% |
| 6M | +13.5% | +10.7% | +2.8% | +6.5% |
| YTD | +18.5% | +80.6% | -62.1% | +1.9% |
| 1Y | +22.9% | +288.4% | -265.5% | -8.0% |
| 3Y | +67.8% | +213.8% | -145.9% | +21.5% |
| 5Y | +81.8% | +58.8% | +23.0% | +35.1% |
| 10Y | +233.0% | +1,671.8% | -1,438.8% | +37.4% |
| All | +715.9% | +1,793.4% | -1,077.5% | +148.2% |
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