+67.3%
F vs VICR
+978.3%
-911.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.6% |
| 7D | -3.1% | +8.3% | -11.4% | -4.3% |
| 30D | 0.0% | -35.2% | +35.2% | +5.3% |
| 3M | -13.2% | -29.8% | +16.6% | -11.0% |
| 6M | -10.2% | -48.6% | +38.4% | -5.4% |
| YTD | -4.9% | +45.1% | -50.1% | -18.4% |
| 1Y | -6.1% | +79.6% | -85.6% | -22.4% |
| 3Y | +46.0% | +335.4% | -289.4% | -5.2% |
| 5Y | -15.7% | -1.0% | -14.7% | -33.8% |
| All | +67.3% | +978.3% | -911.0% | -19.1% |
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