+53.9%
VICR vs FIVE
+38.7%
+15.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.3% |
| 7D | +9.8% | +3.7% | +6.2% | +8.5% |
| 30D | -12.6% | +4.0% | -16.6% | -14.1% |
| 3M | -29.7% | +36.2% | -65.9% | -37.4% |
| 6M | +18.8% | +18.0% | +0.8% | +10.5% |
| YTD | +76.4% | +34.9% | +41.5% | +56.5% |
| 1Y | +282.4% | +67.9% | +214.4% | +213.3% |
| 3Y | +206.2% | +57.3% | +148.9% | +139.8% |
| 5Y | +53.9% | +39.5% | +14.4% | +20.6% |
| All | +53.9% | +38.7% | +15.2% | +20.6% |
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 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