+288.4%
VICR vs FIGR
-3.1%
+291.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -4.6% | +15.8% | +12.1% |
| 7D | +5.0% | -3.0% | +8.0% | +5.5% |
| 30D | -12.5% | +13.7% | -26.1% | -15.4% |
| 3M | -33.6% | +23.9% | -57.5% | -37.4% |
| 6M | +10.7% | -8.4% | +19.1% | +9.9% |
| YTD | +80.6% | -14.6% | +95.2% | +74.2% |
| 1Y | +288.4% | +12.1% | +276.3% | +260.4% |
| All | +288.4% | -3.1% | +291.5% | +260.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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