+113.0%
VWO vs VICR
+1,679.8%
-1,566.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.2% | -10.5% | -0.7% |
| 7D | -1.8% | +5.0% | -6.7% | -2.4% |
| 30D | -0.1% | -12.5% | +12.4% | +1.2% |
| 3M | +2.2% | -33.6% | +35.8% | +6.1% |
| 6M | +8.8% | +10.7% | -1.9% | +4.0% |
| YTD | +12.4% | +80.6% | -68.2% | +0.3% |
| 1Y | +15.6% | +288.4% | -272.8% | -7.5% |
| 3Y | +62.5% | +213.8% | -151.3% | +27.1% |
| 5Y | +34.3% | +58.8% | -24.6% | +8.4% |
| All | +113.0% | +1,679.8% | -1,566.8% | +19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling