-15.1%
F vs VICR
+2.3%
-17.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.3% | -10.7% | -0.7% |
| 7D | -0.6% | -6.5% | +5.9% | -0.2% |
| 30D | +2.9% | -38.5% | +41.4% | +8.1% |
| 3M | -9.5% | -26.1% | +16.6% | -8.2% |
| 6M | +4.0% | -36.2% | +40.3% | +5.2% |
| YTD | -1.3% | +49.2% | -50.5% | -13.7% |
| 1Y | -1.9% | +87.0% | -89.0% | -17.3% |
| 3Y | +53.5% | +350.4% | -297.0% | +4.4% |
| 5Y | -15.1% | +3.7% | -18.8% | -33.8% |
| All | -15.1% | +2.3% | -17.5% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling