+117.8%
FFIV vs VICR
+978.3%
-860.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -2.2% |
| 7D | -0.5% | +8.3% | -8.8% | -1.7% |
| 30D | -32.4% | -35.2% | +2.8% | -28.8% |
| 3M | -25.7% | -29.8% | +4.1% | -23.3% |
| 6M | -13.5% | -48.6% | +35.1% | -8.5% |
| YTD | +21.1% | +45.1% | -24.0% | +7.0% |
| 1Y | +29.4% | +79.6% | -50.1% | +10.5% |
| 3Y | +94.9% | +335.4% | -240.5% | +35.7% |
| 5Y | +34.7% | -1.0% | +35.8% | +10.6% |
| All | +117.8% | +978.3% | -860.5% | +9.0% |
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