+142.7%
FFIV vs VICR
+201.6%
-59.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.5% |
| 7D | -1.5% | +9.8% | -11.4% | -2.5% |
| 30D | -2.7% | -12.6% | +10.0% | -1.5% |
| 3M | -1.7% | -29.7% | +28.0% | +1.1% |
| 6M | +36.1% | +18.8% | +17.3% | +30.0% |
| YTD | +52.6% | +76.4% | -23.8% | +38.2% |
| 1Y | +21.5% | +282.4% | -260.8% | -0.8% |
| 3Y | +142.7% | +206.2% | -63.5% | +95.8% |
| All | +142.7% | +201.6% | -59.0% | +95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling