+246.7%
FFIV vs VICR
+1,679.8%
-1,433.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +11.2% | -7.8% | +1.7% |
| 7D | +5.4% | +5.0% | +0.5% | +4.6% |
| 30D | -2.7% | -12.5% | +9.8% | -1.1% |
| 3M | +4.5% | -33.6% | +38.1% | +9.2% |
| 6M | +42.2% | +10.7% | +31.5% | +34.6% |
| YTD | +61.3% | +80.6% | -19.3% | +40.3% |
| 1Y | +23.0% | +288.4% | -265.3% | -6.4% |
| 3Y | +156.3% | +213.8% | -57.5% | +90.1% |
| 5Y | +102.9% | +58.8% | +44.0% | +55.8% |
| All | +246.7% | +1,679.8% | -1,433.1% | +66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling