+213.8%
VICR vs USFR
+14.1%
+199.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.1% | +11.1% | +11.5% |
| 7D | +5.0% | +0.1% | +4.8% | +5.7% |
| 30D | -12.5% | +0.4% | -12.8% | -10.6% |
| 3M | -33.6% | +1.0% | -34.6% | -29.2% |
| 6M | +10.7% | +2.0% | +8.7% | +20.7% |
| YTD | +80.6% | +2.8% | +77.8% | +97.4% |
| 1Y | +288.4% | +4.1% | +284.3% | +326.6% |
| 3Y | +213.8% | +14.1% | +199.6% | +321.8% |
| All | +213.8% | +14.1% | +199.6% | +321.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling