+764.4%
FIX vs VICR
+187.7%
+576.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | +0.3% |
| 7D | +6.0% | +0.4% | +5.6% | +5.8% |
| 30D | -7.2% | -13.9% | +6.7% | -3.3% |
| 3M | -15.9% | -38.4% | +22.6% | -4.3% |
| 6M | +12.7% | -7.2% | +19.9% | +11.0% |
| YTD | +72.8% | +72.0% | +0.8% | +45.2% |
| 1Y | +122.9% | +263.3% | -140.4% | +51.1% |
| All | +764.4% | +187.7% | +576.6% | +461.6% |
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