+36.6%
FFIV vs VICR
+76.0%
-39.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -11.1% | +10.7% | +0.7% |
| 7D | -9.8% | -26.6% | +16.8% | -7.1% |
| 30D | -28.1% | -47.9% | +19.9% | -24.0% |
| 3M | -20.0% | -29.8% | +9.7% | -18.2% |
| 6M | -0.1% | -36.6% | +36.6% | +2.5% |
| YTD | +29.2% | +45.1% | -16.0% | +17.4% |
| 1Y | +36.6% | +80.0% | -43.4% | +21.7% |
| All | +36.6% | +76.0% | -39.4% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling