+46.5%
F vs VICR
+53.8%
-7.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.5% | -6.8% | -4.6% |
| 7D | +1.2% | +9.8% | -8.7% | -0.2% |
| 30D | +1.2% | -12.6% | +13.8% | +2.7% |
| 3M | -5.7% | -29.7% | +24.0% | -2.7% |
| 6M | +17.9% | +18.8% | -0.9% | +10.0% |
| YTD | +10.4% | +76.4% | -66.0% | -3.8% |
| 1Y | +25.3% | +282.4% | -257.0% | -5.0% |
| 3Y | +37.5% | +206.2% | -168.7% | +1.0% |
| 5Y | +46.5% | +53.9% | -7.4% | +10.2% |
| All | +46.5% | +53.8% | -7.3% | +10.2% |
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 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