+1,115.5%
FLEX vs VICR
+1,679.8%
-564.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +11.2% | -4.0% | +3.9% |
| 7D | +5.7% | +5.0% | +0.8% | +4.2% |
| 30D | -7.0% | -12.5% | +5.4% | -3.5% |
| 3M | -23.8% | -33.6% | +9.8% | -14.8% |
| 6M | +82.6% | +10.7% | +72.0% | +74.7% |
| YTD | +91.6% | +80.6% | +11.1% | +58.9% |
| 1Y | +100.6% | +288.4% | -187.8% | +32.9% |
| 3Y | +479.8% | +213.8% | +266.0% | +278.0% |
| 5Y | +746.5% | +58.8% | +687.7% | +488.5% |
| All | +1,115.5% | +1,679.8% | -564.3% | +394.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling