-8.2%
VFC vs VICR
+272.1%
-280.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.5% | -3.1% | +1.8% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | -11.6% | -13.9% | +2.3% | -10.5% |
| 3M | -18.1% | -38.4% | +20.3% | -15.1% |
| 6M | -27.4% | -7.2% | -20.1% | -31.9% |
| YTD | -24.8% | +72.0% | -96.9% | -35.9% |
| 1Y | -8.2% | +263.3% | -271.5% | -28.3% |
| All | -8.2% | +272.1% | -280.3% | -28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling