+25.0%
FLEX vs VICR
+76.0%
-51.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -11.1% | -1.2% | -7.4% |
| 7D | -17.0% | -26.6% | +9.6% | -5.0% |
| 30D | -33.8% | -47.9% | +14.1% | -13.2% |
| 3M | -39.0% | -29.8% | -9.3% | -31.0% |
| 6M | -15.9% | -36.6% | +20.7% | -2.2% |
| YTD | +27.8% | +45.1% | -17.3% | +5.1% |
| 1Y | +25.0% | +80.0% | -55.1% | -12.1% |
| All | +25.0% | +76.0% | -51.0% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling