+14.7%
FXI vs VICR
+1,679.8%
-1,665.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.2% | -10.7% | -1.0% |
| 7D | -3.9% | +5.0% | -8.8% | -4.6% |
| 30D | -2.1% | -12.5% | +10.4% | -0.9% |
| 3M | -0.5% | -33.6% | +33.1% | +3.1% |
| 6M | -4.5% | +10.7% | -15.2% | -9.6% |
| YTD | -9.2% | +80.6% | -89.8% | -20.4% |
| 1Y | -13.8% | +288.4% | -302.1% | -33.0% |
| 3Y | +36.6% | +213.8% | -177.2% | +3.5% |
| 5Y | -6.7% | +58.8% | -65.5% | -27.1% |
| All | +14.7% | +1,679.8% | -1,665.1% | -40.1% |
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 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