+90.1%
FOXA vs VICR
+477.0%
-386.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.2% | +2.4% |
| 7D | -3.7% | -0.4% | -3.3% | -3.7% |
| 30D | +5.4% | -15.6% | +20.9% | +6.8% |
| 3M | -3.7% | -35.4% | +31.7% | -1.3% |
| 6M | +12.6% | +1.3% | +11.3% | +7.8% |
| YTD | -10.0% | +62.5% | -72.4% | -19.4% |
| 1Y | +15.0% | +255.5% | -240.4% | -7.7% |
| 3Y | +115.1% | +182.0% | -66.9% | +68.9% |
| 5Y | +93.0% | +42.9% | +50.1% | +59.0% |
| All | +90.1% | +477.0% | -386.8% | +2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling