-90.7%
FCEL vs VICR
+42.6%
-133.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.2% | -2.7% | -4.5% |
| 7D | +6.3% | -0.4% | +6.7% | +6.7% |
| 30D | -18.8% | -15.6% | -3.2% | -12.4% |
| 3M | -3.8% | -35.4% | +31.5% | +19.2% |
| 6M | +121.1% | +1.3% | +119.9% | +126.5% |
| YTD | +113.3% | +62.5% | +50.8% | +81.1% |
| 1Y | +173.5% | +255.5% | -82.0% | +65.2% |
| 3Y | -63.9% | +182.0% | -245.9% | -79.4% |
| 5Y | -90.7% | +42.9% | -133.6% | -92.4% |
| All | -90.7% | +42.6% | -133.3% | -92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling