+1,440.5%
FANG vs VICR
+2,944.8%
-1,504.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.4% | -1.6% |
| 7D | +2.9% | +5.0% | -2.1% | +2.1% |
| 30D | +2.6% | -12.5% | +15.1% | +3.9% |
| 3M | +7.6% | -33.6% | +41.2% | +11.3% |
| 6M | +17.3% | +10.7% | +6.6% | +10.4% |
| YTD | +38.7% | +80.6% | -41.9% | +19.7% |
| 1Y | +51.6% | +288.4% | -236.7% | +14.7% |
| 3Y | +50.0% | +213.8% | -163.8% | +10.3% |
| 5Y | +237.6% | +58.8% | +178.7% | +157.0% |
| 10Y | +180.7% | +1,671.8% | -1,491.1% | +26.7% |
| All | +1,440.5% | +2,944.8% | -1,504.3% | +520.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling