-83.2%
FIG vs VICR
+247.8%
-331.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.4% | +6.2% | +2.6% |
| 7D | +3.4% | +8.3% | -4.9% | +3.9% |
| 30D | -9.5% | -35.2% | +25.7% | -12.6% |
| 3M | -26.2% | -29.8% | +3.6% | -28.0% |
| 6M | +2.7% | -48.6% | +51.3% | -1.1% |
| YTD | -48.0% | +45.1% | -93.1% | -53.6% |
| 1Y | -52.0% | +79.6% | -131.6% | -58.1% |
| All | -83.2% | +247.8% | -331.0% | -86.1% |
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