+464.3%
FLEX vs VICR
+187.3%
+276.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | +0.3% |
| 7D | +6.4% | +1.3% | +5.1% | +5.8% |
| 30D | -5.9% | -11.9% | +6.1% | -1.8% |
| 3M | -23.5% | -35.1% | +11.7% | -11.8% |
| 6M | +83.7% | +8.1% | +75.6% | +77.2% |
| YTD | +86.5% | +67.8% | +18.7% | +56.3% |
| 1Y | +100.5% | +267.3% | -166.8% | +30.0% |
| All | +464.3% | +187.3% | +276.9% | +272.2% |
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