+448.7%
FIX vs VICR
+262.0%
+186.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +8.7% | -3.3% | +2.6% |
| 7D | -17.5% | -23.1% | +5.7% | -10.0% |
| 30D | -41.6% | -48.1% | +6.5% | -28.8% |
| 3M | -40.6% | -32.8% | -7.7% | -34.1% |
| 6M | -49.4% | -47.6% | -1.8% | -41.1% |
| YTD | +9.2% | +34.0% | -24.8% | -3.4% |
| 1Y | +6.5% | +65.0% | -58.5% | -10.8% |
| 3Y | +448.7% | +277.1% | +171.6% | +227.3% |
| All | +448.7% | +262.0% | +186.7% | +227.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling