+348.4%
FIS vs VICR
+1,012.9%
-664.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.5% | -8.4% | -6.3% |
| 7D | -3.5% | +9.8% | -13.3% | -4.8% |
| 30D | -7.8% | -12.6% | +4.8% | -6.6% |
| 3M | +0.8% | -29.7% | +30.5% | +3.4% |
| 6M | -21.9% | +18.8% | -40.7% | -28.5% |
| YTD | -39.5% | +76.4% | -115.9% | -48.7% |
| 1Y | -41.0% | +282.4% | -323.3% | -56.6% |
| 3Y | -23.6% | +206.2% | -229.8% | -45.6% |
| 5Y | -65.6% | +53.9% | -119.5% | -74.7% |
| 10Y | -40.2% | +1,572.3% | -1,612.5% | -74.1% |
| All | +348.4% | +1,012.9% | -664.5% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling