+146.0%
FCEL vs VICR
+293.8%
-147.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.2% | -9.2% | -4.1% |
| 7D | +6.3% | +5.0% | +1.3% | +3.5% |
| 30D | -26.7% | -12.5% | -14.2% | -21.7% |
| 3M | -10.2% | -33.6% | +23.4% | +12.3% |
| 6M | +123.5% | +10.7% | +112.8% | +136.7% |
| YTD | +117.4% | +80.6% | +36.8% | +115.8% |
| 1Y | +146.0% | +288.4% | -142.4% | +121.1% |
| All | +146.0% | +293.8% | -147.8% | +121.1% |
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