-79.0%
VFC vs VICR
+42.6%
-121.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.0% |
| 7D | -3.3% | -0.4% | -2.9% | -3.2% |
| 30D | -14.0% | -15.6% | +1.6% | -11.7% |
| 3M | -22.6% | -35.4% | +12.8% | -18.0% |
| 6M | -24.7% | +1.3% | -26.0% | -30.2% |
| YTD | -29.0% | +62.5% | -91.4% | -41.5% |
| 1Y | -13.8% | +255.5% | -269.2% | -41.6% |
| 3Y | -28.2% | +182.0% | -210.2% | -52.3% |
| 5Y | -79.0% | +42.9% | -121.9% | -85.9% |
| All | -79.0% | +42.6% | -121.6% | -85.9% |
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