+284.0%
FITB vs VICR
+1,679.8%
-1,395.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.2% | -10.6% | -1.3% |
| 7D | -0.3% | +5.0% | -5.2% | -1.2% |
| 30D | -5.7% | -12.5% | +6.8% | -4.0% |
| 3M | +3.2% | -33.6% | +36.8% | +7.9% |
| 6M | +23.4% | +10.7% | +12.7% | +14.3% |
| YTD | +18.8% | +80.6% | -61.8% | -0.5% |
| 1Y | +25.0% | +288.4% | -263.4% | -11.0% |
| 3Y | +131.2% | +213.8% | -82.6% | +59.2% |
| 5Y | +70.7% | +58.8% | +11.8% | +23.3% |
| All | +284.0% | +1,679.8% | -1,395.7% | +52.3% |
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