-23.2%
FDS vs VICR
+46.6%
-69.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.9% | +1.5% | -3.3% |
| 7D | -8.8% | +1.3% | -10.0% | -8.8% |
| 30D | -1.4% | -11.9% | +10.6% | -1.3% |
| 3M | +13.9% | -35.1% | +49.0% | +14.3% |
| 6M | +27.4% | +8.1% | +19.3% | +23.4% |
| YTD | -2.5% | +67.8% | -70.2% | -8.2% |
| 1Y | -23.8% | +267.3% | -291.1% | -32.1% |
| 3Y | -32.5% | +191.2% | -223.7% | -40.6% |
| 5Y | -23.2% | +48.1% | -71.3% | -28.9% |
| All | -23.2% | +46.6% | -69.8% | -28.9% |
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