+948.1%
FIX vs VICR
-6.0%
+954.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +8.7% | -3.3% | +3.4% |
| 7D | -17.5% | -23.1% | +5.7% | -12.1% |
| 30D | -41.6% | -48.1% | +6.5% | -32.5% |
| 3M | -40.6% | -32.8% | -7.7% | -35.8% |
| 6M | -49.4% | -47.6% | -1.8% | -43.2% |
| YTD | +9.2% | +34.0% | -24.8% | +2.5% |
| 1Y | +6.5% | +65.0% | -58.5% | -3.5% |
| 3Y | +448.7% | +277.1% | +171.6% | +322.4% |
| All | +948.1% | -6.0% | +954.1% | +780.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling