-7.0%
FXI vs VICR
+42.6%
-49.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.2% |
| 7D | -2.8% | -0.4% | -2.4% | -2.8% |
| 30D | -3.7% | -15.6% | +11.9% | -2.3% |
| 3M | -0.4% | -35.4% | +35.0% | +2.9% |
| 6M | -5.4% | +1.3% | -6.7% | -8.9% |
| YTD | -9.6% | +62.5% | -72.1% | -18.4% |
| 1Y | -11.9% | +255.5% | -267.4% | -28.6% |
| 3Y | +37.8% | +182.0% | -144.1% | +9.4% |
| 5Y | -7.0% | +42.9% | -50.0% | -26.8% |
| All | -7.0% | +42.6% | -49.6% | -26.8% |
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