+2,185.6%
FIX vs VICR
+53.8%
+2,131.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.2% | +1.8% |
| 7D | +6.1% | +9.8% | -3.8% | +3.9% |
| 30D | -2.7% | -12.6% | +9.9% | +0.1% |
| 3M | -10.9% | -29.7% | +18.7% | -4.5% |
| 6M | +29.0% | +18.8% | +10.2% | +23.0% |
| YTD | +76.9% | +76.4% | +0.5% | +57.3% |
| 1Y | +130.7% | +282.4% | -151.6% | +77.3% |
| 3Y | +790.7% | +206.2% | +584.5% | +576.1% |
| 5Y | +2,185.6% | +53.9% | +2,131.7% | +1,728.4% |
| All | +2,185.6% | +53.8% | +2,131.8% | +1,728.4% |
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