+80.0%
VICR vs FIVE
+63.3%
+16.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +6.7% | -17.8% | -12.4% |
| 7D | -26.6% | +7.5% | -34.1% | -27.8% |
| 30D | -47.9% | +16.7% | -64.7% | -49.9% |
| 3M | -29.8% | +13.4% | -43.1% | -32.6% |
| 6M | -36.6% | +9.0% | -45.7% | -37.4% |
| YTD | +45.1% | +33.8% | +11.3% | +26.8% |
| 1Y | +80.0% | +61.2% | +18.9% | +38.2% |
| All | +80.0% | +63.3% | +16.8% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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