+42.4%
FCEL vs VICR
+76.0%
-33.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -11.1% | +5.2% | +1.1% |
| 7D | -14.9% | -26.6% | +11.7% | +3.3% |
| 30D | -41.7% | -47.9% | +6.3% | -13.1% |
| 3M | -53.2% | -29.8% | -23.4% | -44.3% |
| 6M | -19.0% | -36.6% | +17.6% | +5.2% |
| YTD | +44.2% | +45.1% | -1.0% | +18.2% |
| 1Y | +42.4% | +80.0% | -37.6% | -4.6% |
| All | +42.4% | +76.0% | -33.5% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling