-22.4%
VFC vs VICR
+187.3%
-209.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -1.3% |
| 7D | -2.3% | +1.3% | -3.6% | -2.6% |
| 30D | -13.4% | -11.9% | -1.4% | -11.8% |
| 3M | -23.7% | -35.1% | +11.4% | -19.3% |
| 6M | -24.5% | +8.1% | -32.6% | -32.1% |
| YTD | -27.8% | +67.8% | -95.6% | -42.8% |
| 1Y | -13.5% | +267.3% | -280.8% | -45.4% |
| All | -22.4% | +187.3% | -209.8% | -54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling