+282.7%
FLEX vs VICR
+336.6%
-53.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.6% | -2.7% |
| 7D | +7.5% | +8.3% | -0.8% | +4.5% |
| 30D | -25.3% | -35.2% | +9.9% | -12.6% |
| 3M | -39.7% | -29.8% | -9.9% | -32.6% |
| 6M | -47.9% | -48.6% | +0.7% | -36.1% |
| YTD | +24.1% | +45.1% | -21.0% | +7.4% |
| 1Y | +26.0% | +79.6% | -53.6% | +2.0% |
| 3Y | +282.7% | +335.4% | -52.7% | +111.5% |
| All | +282.7% | +336.6% | -53.9% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling