+76.3%
FDX vs VICR
+7.1%
+69.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | +0.6% |
| 7D | -2.1% | +5.7% | -7.7% | -2.8% |
| 30D | +10.4% | -35.2% | +45.6% | +14.4% |
| 3M | +0.5% | -20.3% | +20.7% | +0.9% |
| 6M | +6.5% | -46.3% | +52.8% | +10.0% |
| YTD | +40.2% | +53.4% | -13.1% | +25.7% |
| 1Y | +52.1% | +81.6% | -29.5% | +33.5% |
| 3Y | +72.8% | +360.5% | -287.7% | +27.1% |
| 5Y | +76.3% | +4.4% | +71.9% | +36.7% |
| All | +76.3% | +7.1% | +69.2% | +36.7% |
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 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