+0.4%
VICR vs FIVE
+20.4%
-19.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -9.7% | +7.3% | -17.0% | -11.8% |
| 30D | -39.2% | +18.1% | -57.3% | -42.7% |
| 3M | -22.6% | +7.7% | -30.3% | -25.2% |
| 6M | -37.0% | +13.6% | -50.6% | -40.9% |
| YTD | +47.5% | +34.6% | +12.9% | +30.3% |
| 1Y | +75.0% | +66.2% | +8.8% | +43.4% |
| 3Y | +343.0% | +43.5% | +299.5% | +262.7% |
| All | +0.4% | +20.4% | -19.9% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling