+857.8%
VFC vs VICR
+12,634.7%
-11,776.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +11.2% | -6.8% | +2.7% |
| 7D | -1.4% | +5.0% | -6.4% | -2.1% |
| 30D | -9.0% | -12.5% | +3.5% | -7.6% |
| 3M | -24.2% | -33.6% | +9.4% | -21.0% |
| 6M | -18.5% | +10.7% | -29.2% | -23.0% |
| YTD | -25.9% | +80.6% | -106.4% | -35.5% |
| 1Y | -13.0% | +288.4% | -301.4% | -33.2% |
| 3Y | -20.3% | +213.8% | -234.1% | -39.2% |
| 5Y | -78.1% | +58.8% | -136.9% | -82.7% |
| 10Y | -67.9% | +1,671.8% | -1,739.7% | -82.4% |
| All | +857.8% | +12,634.7% | -11,776.9% | +203.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling