+281.4%
FCEL vs VICR
+272.1%
+9.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | -1.0% |
| 7D | -15.8% | +0.4% | -16.2% | -16.5% |
| 30D | -29.3% | -13.9% | -15.3% | -23.7% |
| 3M | -30.1% | -38.4% | +8.3% | -9.1% |
| 6M | +74.4% | -7.2% | +81.7% | +96.8% |
| YTD | +104.5% | +72.0% | +32.5% | +114.0% |
| 1Y | +281.4% | +263.3% | +18.1% | +298.2% |
| All | +281.4% | +272.1% | +9.3% | +298.2% |
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 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