+31.6%
FDS vs VICR
+76.0%
-44.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -11.1% | +14.0% | +1.4% |
| 7D | +9.4% | -26.6% | +36.0% | +5.4% |
| 30D | +23.8% | -47.9% | +71.7% | +15.3% |
| 3M | +25.1% | -29.8% | +54.9% | +21.8% |
| 6M | +53.8% | -36.6% | +90.4% | +48.7% |
| YTD | +19.6% | +45.1% | -25.6% | +14.3% |
| 1Y | +31.6% | +80.0% | -48.4% | +26.0% |
| All | +31.6% | +76.0% | -44.3% | +26.0% |
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