-55.8%
FIG vs VICR
+272.1%
-327.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.5% | -9.8% | -3.8% |
| 7D | -16.3% | +0.4% | -16.7% | -16.2% |
| 30D | -14.3% | -13.9% | -0.4% | -15.3% |
| 3M | +7.2% | -38.4% | +45.6% | +3.8% |
| 6M | -18.6% | -7.2% | -11.4% | -23.3% |
| YTD | -35.5% | +72.0% | -107.5% | -43.6% |
| 1Y | -55.8% | +263.3% | -319.1% | -70.2% |
| All | -55.8% | +272.1% | -327.9% | -70.2% |
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