-40.6%
FIS vs VICR
+1,679.8%
-1,720.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.2% | -11.0% | -0.9% |
| 7D | -7.9% | +5.0% | -12.9% | -8.4% |
| 30D | -8.0% | -12.5% | +4.5% | -7.1% |
| 3M | +0.6% | -33.6% | +34.2% | +3.0% |
| 6M | -22.2% | +10.7% | -32.9% | -26.9% |
| YTD | -40.8% | +80.6% | -121.4% | -48.3% |
| 1Y | -41.5% | +288.4% | -329.9% | -54.6% |
| 3Y | -25.5% | +213.8% | -239.3% | -43.8% |
| 5Y | -64.8% | +58.8% | -123.6% | -72.6% |
| All | -40.6% | +1,679.8% | -1,720.3% | -67.5% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling