+66.7%
FITB vs VICR
+57.6%
+9.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.2% | -10.6% | -0.7% |
| 7D | -0.3% | +5.0% | -5.2% | -0.9% |
| 30D | -5.7% | -12.5% | +6.8% | -4.5% |
| 3M | +3.2% | -33.6% | +36.8% | +6.5% |
| 6M | +23.4% | +10.7% | +12.7% | +16.6% |
| YTD | +18.8% | +80.6% | -61.8% | +4.3% |
| 1Y | +25.0% | +288.4% | -263.4% | -2.7% |
| 3Y | +131.2% | +213.8% | -82.6% | +75.2% |
| All | +66.7% | +57.6% | +9.1% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling