-51.1%
FIS vs VICR
+76.0%
-127.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -11.1% | -12.5% | -24.4% |
| 7D | -18.4% | -26.6% | +8.2% | -20.5% |
| 30D | -11.4% | -47.9% | +36.6% | -15.5% |
| 3M | -32.0% | -29.8% | -2.2% | -33.2% |
| 6M | -35.6% | -36.6% | +1.0% | -37.2% |
| YTD | -53.8% | +45.1% | -98.9% | -57.1% |
| 1Y | -51.1% | +80.0% | -131.1% | -55.9% |
| All | -51.1% | +76.0% | -127.0% | -55.9% |
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