+318.8%
VWO vs VICR
+1,640.5%
-1,321.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.6% | -0.9% |
| 7D | -1.7% | -0.4% | -1.3% | -1.7% |
| 30D | -0.3% | -15.6% | +15.3% | +2.6% |
| 3M | +4.0% | -35.4% | +39.3% | +10.9% |
| 6M | +8.1% | +1.3% | +6.8% | +1.9% |
| YTD | +11.6% | +62.5% | -50.8% | -6.1% |
| 1Y | +16.2% | +255.5% | -239.2% | -19.0% |
| 3Y | +63.3% | +182.0% | -118.7% | +9.1% |
| 5Y | +33.4% | +42.9% | -9.6% | -7.8% |
| 10Y | +113.3% | +1,494.0% | -1,380.7% | -36.5% |
| All | +318.8% | +1,640.5% | -1,321.7% | -13.2% |
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