+33.8%
FFIV vs VICR
-1.1%
+34.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -2.3% |
| 7D | -0.5% | +8.3% | -8.8% | -1.6% |
| 30D | -32.4% | -35.2% | +2.8% | -29.3% |
| 3M | -25.7% | -29.8% | +4.1% | -23.7% |
| 6M | -13.5% | -48.6% | +35.1% | -9.2% |
| YTD | +21.1% | +45.1% | -24.0% | +9.2% |
| 1Y | +29.4% | +79.6% | -50.1% | +13.5% |
| 3Y | +94.9% | +335.4% | -240.5% | +43.9% |
| All | +33.8% | -1.1% | +34.9% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling