+6,034.5%
FIX vs VICR
+1,508.7%
+4,525.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | -0.9% |
| 7D | +3.5% | +1.3% | +2.3% | +3.2% |
| 30D | -3.5% | -11.9% | +8.4% | -0.7% |
| 3M | -11.8% | -35.1% | +23.4% | -2.9% |
| 6M | +17.8% | +8.1% | +9.7% | +13.1% |
| YTD | +73.3% | +67.8% | +5.5% | +50.8% |
| 1Y | +128.1% | +267.3% | -139.2% | +64.4% |
| 3Y | +772.7% | +191.2% | +581.4% | +525.0% |
| 5Y | +2,166.4% | +48.1% | +2,118.4% | +1,607.3% |
| 10Y | +6,034.5% | +1,546.1% | +4,488.3% | +2,430.8% |
| All | +6,034.5% | +1,508.7% | +4,525.8% | +2,430.8% |
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