+66.9%
FBTC vs VICR
+398.1%
-331.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -2.1% |
| 7D | +1.5% | +9.8% | -8.3% | +0.1% |
| 30D | +20.7% | -12.6% | +33.3% | +22.4% |
| 3M | +23.7% | -29.7% | +53.3% | +27.6% |
| 6M | +15.0% | +18.8% | -3.8% | +5.4% |
| YTD | -10.5% | +76.4% | -86.9% | -24.3% |
| 1Y | -30.3% | +282.4% | -312.6% | -49.8% |
| All | +66.9% | +398.1% | -331.2% | -2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling