+23.0%
FFIV vs VICR
+293.8%
-270.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +11.2% | -7.8% | +2.5% |
| 7D | +5.4% | +5.0% | +0.5% | +5.0% |
| 30D | -2.7% | -12.5% | +9.8% | -1.9% |
| 3M | +4.5% | -33.6% | +38.1% | +7.0% |
| 6M | +42.2% | +10.7% | +31.5% | +39.4% |
| YTD | +61.3% | +80.6% | -19.3% | +52.2% |
| 1Y | +23.0% | +288.4% | -265.3% | +10.8% |
| All | +23.0% | +293.8% | -270.7% | +10.8% |
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