+62.3%
FDS vs VICR
+1,679.8%
-1,617.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.2% | -12.4% | -2.1% |
| 7D | -14.0% | +5.0% | -19.0% | -14.3% |
| 30D | -6.2% | -12.5% | +6.3% | -5.6% |
| 3M | +10.2% | -33.6% | +43.8% | +12.1% |
| 6M | +27.4% | +10.7% | +16.8% | +20.6% |
| YTD | -9.3% | +80.6% | -89.8% | -19.5% |
| 1Y | -28.6% | +288.4% | -317.0% | -42.8% |
| 3Y | -36.8% | +213.8% | -250.6% | -50.7% |
| 5Y | -28.6% | +58.8% | -87.5% | -42.3% |
| All | +62.3% | +1,679.8% | -1,617.5% | -20.0% |
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 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