+62.9%
FDX vs VICR
+46.6%
+16.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -1.0% |
| 7D | -2.3% | +1.3% | -3.6% | -2.5% |
| 30D | -4.9% | -11.9% | +7.1% | -3.9% |
| 3M | -6.5% | -35.1% | +28.7% | -3.2% |
| 6M | +6.7% | +8.1% | -1.5% | +2.1% |
| YTD | +33.9% | +67.8% | -33.9% | +21.1% |
| 1Y | +72.2% | +267.3% | -195.1% | +40.1% |
| 3Y | +60.2% | +191.2% | -131.0% | +27.5% |
| 5Y | +62.9% | +48.1% | +14.9% | +32.7% |
| All | +62.9% | +46.6% | +16.3% | +32.7% |
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