+3,604.4%
FIX vs VICR
+1,016.5%
+2,587.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.3% |
| 7D | +17.0% | +21.9% | -4.9% | +11.5% |
| 30D | -30.6% | -38.4% | +7.8% | -22.1% |
| 3M | -35.0% | -27.2% | -7.9% | -30.8% |
| 6M | -44.0% | -43.7% | -0.3% | -37.5% |
| YTD | +21.1% | +50.3% | -29.1% | +7.0% |
| 1Y | +16.3% | +74.6% | -58.3% | -0.6% |
| 3Y | +507.4% | +351.2% | +156.2% | +300.7% |
| 5Y | +1,052.1% | +2.5% | +1,049.6% | +849.6% |
| All | +3,604.4% | +1,016.5% | +2,587.8% | +1,529.8% |
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