+144.8%
VXUS vs VICR
+1,501.2%
-1,356.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.9% |
| 7D | -1.9% | -0.4% | -1.5% | -1.9% |
| 30D | -0.7% | -15.6% | +14.8% | +1.0% |
| 3M | +4.9% | -35.4% | +40.3% | +9.0% |
| 6M | +9.7% | +1.3% | +8.4% | +6.2% |
| YTD | +15.0% | +62.5% | -47.5% | +4.5% |
| 1Y | +22.4% | +255.5% | -233.0% | 0.0% |
| 3Y | +72.2% | +182.0% | -109.8% | +37.9% |
| 5Y | +52.6% | +42.9% | +9.7% | +25.7% |
| All | +144.8% | +1,501.2% | -1,356.3% | +41.7% |
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