-79.9%
FIG vs VICR
+332.8%
-412.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +11.2% | -6.4% | +5.8% |
| 7D | -3.8% | +5.0% | -8.8% | -3.4% |
| 30D | -2.3% | -12.5% | +10.2% | -3.6% |
| 3M | +20.0% | -33.6% | +53.6% | +16.4% |
| 6M | -16.7% | +10.7% | -27.3% | -21.1% |
| YTD | -37.9% | +80.6% | -118.5% | -44.0% |
| 1Y | -58.5% | +288.4% | -346.9% | -67.0% |
| All | -79.9% | +332.8% | -412.7% | -83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling