-95.9%
FCUV vs VICR
+1,336.5%
-1,432.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.9% | -2.1% | -6.4% |
| 7D | -63.8% | +1.3% | -65.0% | -64.1% |
| 30D | -14.7% | -11.9% | -2.7% | -14.3% |
| 3M | +65.3% | -35.1% | +100.5% | +69.1% |
| 6M | -68.5% | +8.1% | -76.6% | -71.5% |
| YTD | -83.0% | +67.8% | -150.8% | -85.8% |
| 1Y | -94.4% | +267.3% | -361.7% | -96.0% |
| 3Y | -99.3% | +191.2% | -290.5% | -99.5% |
| 5Y | -99.9% | +48.1% | -147.9% | -99.9% |
| 10Y | -98.6% | +1,546.1% | -1,644.7% | -99.4% |
| All | -95.9% | +1,336.5% | -1,432.4% | -97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling