-53.7%
FIS vs VICR
+70.3%
-124.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.4% | +7.6% | +3.9% |
| 7D | +2.8% | +8.3% | -5.5% | +3.4% |
| 30D | -16.7% | -35.2% | +18.5% | -19.3% |
| 3M | -32.3% | -29.8% | -2.5% | -33.5% |
| 6M | -29.1% | -48.6% | +19.5% | -31.0% |
| YTD | -54.1% | +45.1% | -99.3% | -57.0% |
| 1Y | -53.7% | +79.6% | -133.3% | -58.0% |
| All | -53.7% | +70.3% | -124.0% | -58.0% |
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