+93.1%
FOXA vs VICR
+57.6%
+35.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.2% | -10.0% | +0.5% |
| 7D | +0.8% | +5.0% | -4.2% | +0.5% |
| 30D | +5.0% | -12.5% | +17.5% | +5.7% |
| 3M | -3.0% | -33.6% | +30.6% | -1.6% |
| 6M | +14.8% | +10.7% | +4.1% | +10.7% |
| YTD | -8.9% | +80.6% | -89.5% | -16.1% |
| 1Y | +13.3% | +288.4% | -275.0% | -3.0% |
| 3Y | +115.4% | +213.8% | -98.4% | +81.5% |
| All | +93.1% | +57.6% | +35.5% | +63.1% |
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 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