+77.9%
VUG vs VICR
+336.6%
-258.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.5% |
| 7D | +2.5% | +8.3% | -5.8% | +1.5% |
| 30D | -6.3% | -35.2% | +28.9% | -2.4% |
| 3M | -6.0% | -29.8% | +23.8% | -3.8% |
| 6M | -3.5% | -48.6% | +45.0% | +0.7% |
| YTD | +3.9% | +45.1% | -41.2% | -6.6% |
| 1Y | +5.1% | +79.6% | -74.5% | -8.2% |
| 3Y | +77.9% | +335.4% | -257.5% | +31.5% |
| All | +77.9% | +336.6% | -258.7% | +31.5% |
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 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