+64.5%
FBTC vs VICR
+409.9%
-345.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.2% | -10.9% | -1.3% |
| 7D | -3.1% | +5.0% | -8.1% | -3.9% |
| 30D | +22.0% | -12.5% | +34.5% | +23.7% |
| 3M | +21.6% | -33.6% | +55.2% | +26.8% |
| 6M | +9.2% | +10.7% | -1.4% | +1.4% |
| YTD | -11.8% | +80.6% | -92.4% | -25.7% |
| 1Y | -32.7% | +288.4% | -321.1% | -51.7% |
| All | +64.5% | +409.9% | -345.4% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 10y: compounded portfolio wealth divided by compounded VICR 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…
10y analysis · Full analysis span regression · 6 months rolling