+146.2%
VXUS vs VICR
+978.3%
-832.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.4% |
| 7D | +2.1% | +8.3% | -6.2% | +1.1% |
| 30D | -1.1% | -35.2% | +34.0% | +3.1% |
| 3M | -5.6% | -29.8% | +24.2% | -3.4% |
| 6M | -2.3% | -48.6% | +46.3% | +2.2% |
| YTD | +10.4% | +45.1% | -34.8% | 0.0% |
| 1Y | +13.1% | +79.6% | -66.5% | -0.3% |
| 3Y | +68.0% | +335.4% | -267.4% | +25.7% |
| 5Y | +45.8% | -1.0% | +46.8% | +24.9% |
| All | +146.2% | +978.3% | -832.1% | +48.0% |
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