+99.1%
FFIV vs VICR
+46.6%
+52.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.9% | +8.7% | +4.4% |
| 7D | +3.5% | +1.3% | +2.2% | +3.2% |
| 30D | -1.3% | -11.9% | +10.6% | -0.1% |
| 3M | +2.4% | -35.1% | +37.5% | +6.5% |
| 6M | +41.8% | +8.1% | +33.7% | +36.0% |
| YTD | +58.5% | +67.8% | -9.2% | +42.5% |
| 1Y | +24.3% | +267.3% | -243.0% | -0.3% |
| 3Y | +152.0% | +191.2% | -39.2% | +98.2% |
| 5Y | +99.1% | +48.1% | +51.0% | +58.3% |
| All | +99.1% | +46.6% | +52.5% | +58.3% |
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