-98.6%
FCUV vs VICR
+1,679.8%
-1,778.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +11.2% | -7.9% | +1.8% |
| 7D | -66.5% | +5.0% | -71.4% | -66.9% |
| 30D | +5.0% | -12.5% | +17.4% | +5.7% |
| 3M | +63.8% | -33.6% | +97.4% | +67.1% |
| 6M | -67.8% | +10.7% | -78.5% | -71.0% |
| YTD | -82.4% | +80.6% | -163.0% | -85.5% |
| 1Y | -94.7% | +288.4% | -383.1% | -96.3% |
| 3Y | -99.3% | +213.8% | -313.0% | -99.5% |
| 5Y | -99.9% | +58.8% | -158.7% | -99.9% |
| All | -98.6% | +1,679.8% | -1,778.3% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling