+2,697.5%
VICR vs FIVE
+868.1%
+1,829.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.6% |
| 3M | -38.4% | +31.2% | -69.6% | -44.2% |
| 6M | -7.2% | +14.4% | -21.6% | -12.5% |
| YTD | +72.0% | +33.9% | +38.1% | +53.9% |
| 1Y | +263.3% | +65.1% | +198.2% | +202.7% |
| 3Y | +173.3% | +49.0% | +124.3% | +117.8% |
| 5Y | +47.3% | +30.3% | +17.0% | +19.0% |
| 10Y | +1,495.2% | +481.1% | +1,014.1% | +736.3% |
| All | +2,697.5% | +868.1% | +1,829.3% | +1,091.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling