-51.7%
FIG vs VICR
+76.0%
-127.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -11.1% | +16.4% | +3.9% |
| 7D | -4.7% | -26.6% | +21.9% | -7.7% |
| 30D | +0.5% | -47.9% | +48.5% | -5.9% |
| 3M | -18.4% | -29.8% | +11.4% | -20.5% |
| 6M | +10.9% | -36.6% | +47.5% | +5.7% |
| YTD | -40.8% | +45.1% | -85.9% | -50.6% |
| 1Y | -51.7% | +80.0% | -131.7% | -62.7% |
| All | -51.7% | +76.0% | -127.7% | -62.7% |
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 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