+263.3%
VICR vs FIVE
+66.7%
+196.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.1% | +0.4% | +3.8% |
| 7D | +0.4% | +4.3% | -3.8% | -0.9% |
| 30D | -13.9% | +12.5% | -26.4% | -17.9% |
| 3M | -38.4% | +31.2% | -69.6% | -44.6% |
| 6M | -7.2% | +14.4% | -21.6% | -11.9% |
| YTD | +72.0% | +33.9% | +38.1% | +50.7% |
| 1Y | +263.3% | +65.1% | +198.2% | +181.6% |
| All | +263.3% | +66.7% | +196.6% | +181.6% |
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