-80.5%
FCUV vs VICR
+272.1%
-352.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +5.5% | -19.1% | -13.2% |
| 7D | +62.8% | +0.4% | +62.4% | +63.1% |
| 30D | +66.5% | -13.9% | +80.4% | +65.3% |
| 3M | +459.9% | -38.4% | +498.4% | +436.7% |
| 6M | -12.4% | -7.2% | -5.2% | -19.9% |
| YTD | -47.5% | +72.0% | -119.6% | -55.6% |
| 1Y | -80.5% | +263.3% | -343.8% | -83.5% |
| All | -80.5% | +272.1% | -352.6% | -83.5% |
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