+12,471.5%
FIX vs VICR
+887.5%
+11,584.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | +0.7% |
| 7D | +6.0% | +0.4% | +5.6% | +5.8% |
| 30D | -7.2% | -13.9% | +6.7% | -4.3% |
| 3M | -15.9% | -38.4% | +22.6% | -7.2% |
| 6M | +12.7% | -7.2% | +19.9% | +11.8% |
| YTD | +72.8% | +72.0% | +0.8% | +50.0% |
| 1Y | +122.9% | +263.3% | -140.4% | +62.2% |
| 3Y | +774.3% | +173.3% | +601.1% | +539.5% |
| 5Y | +2,049.5% | +47.3% | +2,002.2% | +1,502.7% |
| 10Y | +5,821.5% | +1,495.2% | +4,326.3% | +2,351.5% |
| All | +12,471.5% | +887.5% | +11,584.0% | +3,761.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling