-40.4%
FIS vs VICR
+253.2%
-293.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.3% | +1.0% |
| 7D | -8.9% | -0.4% | -8.5% | -8.9% |
| 30D | -9.9% | -15.6% | +5.7% | -10.8% |
| 3M | 0.0% | -35.4% | +35.3% | -2.2% |
| 6M | -22.9% | +1.3% | -24.2% | -24.5% |
| YTD | -40.9% | +62.5% | -103.3% | -42.5% |
| 1Y | -40.4% | +255.5% | -295.9% | -41.8% |
| All | -40.4% | +253.2% | -293.6% | -41.8% |
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