-52.4%
FIS vs VICR
+978.3%
-1,030.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.4% | +7.6% | +4.5% |
| 7D | +2.8% | +8.3% | -5.5% | +2.0% |
| 30D | -16.7% | -35.2% | +18.5% | -13.9% |
| 3M | -32.3% | -29.8% | -2.5% | -31.2% |
| 6M | -29.1% | -48.6% | +19.5% | -27.1% |
| YTD | -54.1% | +45.1% | -99.3% | -59.7% |
| 1Y | -53.7% | +79.6% | -133.3% | -60.5% |
| 3Y | -38.8% | +335.4% | -374.2% | -57.1% |
| 5Y | -71.1% | -1.0% | -70.1% | -76.2% |
| All | -52.4% | +978.3% | -1,030.7% | -72.9% |
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