+726.2%
FLEX vs VICR
+53.8%
+672.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +1.9% | +3.7% |
| 7D | +7.0% | +9.8% | -2.9% | +4.1% |
| 30D | -5.8% | -12.6% | +6.8% | -2.4% |
| 3M | -24.2% | -29.7% | +5.5% | -16.8% |
| 6M | +90.8% | +18.8% | +72.0% | +81.7% |
| YTD | +89.2% | +76.4% | +12.8% | +62.8% |
| 1Y | +104.7% | +282.4% | -177.6% | +44.9% |
| 3Y | +478.1% | +206.2% | +271.9% | +302.9% |
| 5Y | +726.2% | +53.9% | +672.3% | +486.7% |
| All | +726.2% | +53.8% | +672.4% | +486.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling