+50.0%
FANG vs VICR
+209.3%
-159.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.4% | -0.6% |
| 7D | +2.9% | +5.0% | -2.1% | +2.7% |
| 30D | +2.6% | -12.5% | +15.1% | +3.0% |
| 3M | +7.6% | -33.6% | +41.2% | +8.7% |
| 6M | +17.3% | +10.7% | +6.6% | +14.7% |
| YTD | +38.7% | +80.6% | -41.9% | +29.6% |
| 1Y | +51.6% | +288.4% | -236.7% | +31.5% |
| 3Y | +50.0% | +213.8% | -163.8% | +27.6% |
| All | +50.0% | +209.3% | -159.3% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling