+92.4%
FOXA vs VICR
+541.3%
-449.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.2% | -10.0% | +0.1% |
| 7D | +0.8% | +5.0% | -4.2% | +0.3% |
| 30D | +5.0% | -12.5% | +17.5% | +6.1% |
| 3M | -3.0% | -33.6% | +30.6% | -0.7% |
| 6M | +14.8% | +10.7% | +4.1% | +8.9% |
| YTD | -8.9% | +80.6% | -89.5% | -19.3% |
| 1Y | +13.3% | +288.4% | -275.0% | -9.9% |
| 3Y | +115.4% | +213.8% | -98.4% | +67.3% |
| 5Y | +95.3% | +58.8% | +36.4% | +59.2% |
| All | +92.4% | +541.3% | -449.0% | +2.5% |
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 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