+97.0%
FCUV vs VICR
-31.3%
+128.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | +2.5% | -67.8% | -64.5% |
| 7D | -47.9% | +9.8% | -57.8% | -46.2% |
| 30D | +13.7% | -12.6% | +26.3% | +14.8% |
| 3M | +97.0% | -29.7% | +126.7% | +74.9% |
| All | +97.0% | -31.3% | +128.3% | +74.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling