+3,120.4%
FITB vs VICR
+12,339.4%
-9,219.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.1% |
| 7D | +2.8% | +9.8% | -7.0% | +1.0% |
| 30D | -4.5% | -12.6% | +8.1% | -2.6% |
| 3M | +5.7% | -29.7% | +35.3% | +10.0% |
| 6M | +17.1% | +18.8% | -1.7% | +6.9% |
| YTD | +18.3% | +76.4% | -58.1% | -1.0% |
| 1Y | +23.9% | +282.4% | -258.5% | -12.4% |
| 3Y | +131.1% | +206.2% | -75.1% | +58.4% |
| 5Y | +71.1% | +53.9% | +17.2% | +21.9% |
| 10Y | +283.9% | +1,572.3% | -1,288.4% | +56.8% |
| All | +3,120.4% | +12,339.4% | -9,219.0% | +791.1% |
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