+288.4%
VICR vs USFR
+4.1%
+284.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.1% | +11.1% | +13.7% |
| 7D | +5.0% | +0.1% | +4.8% | +10.1% |
| 30D | -12.5% | +0.4% | -12.8% | +1.6% |
| 3M | -33.6% | +1.0% | -34.6% | +8.0% |
| 6M | +10.7% | +2.0% | +8.7% | +136.9% |
| YTD | +80.6% | +2.8% | +77.8% | +356.1% |
| 1Y | +288.4% | +4.1% | +284.3% | +1,789.3% |
| All | +288.4% | +4.1% | +284.3% | +1,789.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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