-41.2%
FIS vs VICR
+1,679.8%
-1,721.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.2% | -12.1% | -2.1% |
| 7D | -9.0% | +5.0% | -13.9% | -9.5% |
| 30D | -9.0% | -12.5% | +3.5% | -8.2% |
| 3M | -0.5% | -33.6% | +33.1% | +1.8% |
| 6M | -23.1% | +10.7% | -33.8% | -27.7% |
| YTD | -41.5% | +80.6% | -122.0% | -48.9% |
| 1Y | -42.2% | +288.4% | -330.6% | -55.1% |
| 3Y | -26.3% | +213.8% | -240.1% | -44.5% |
| 5Y | -65.2% | +58.8% | -124.0% | -72.9% |
| All | -41.2% | +1,679.8% | -1,721.0% | -67.9% |
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 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