-32.1%
FDS vs VICR
+187.3%
-219.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.9% | +1.5% | -3.6% |
| 7D | -8.8% | +1.3% | -10.0% | -8.7% |
| 30D | -1.4% | -11.9% | +10.6% | -1.8% |
| 3M | +13.9% | -35.1% | +49.0% | +12.7% |
| 6M | +27.4% | +8.1% | +19.3% | +24.8% |
| YTD | -2.5% | +67.8% | -70.2% | -5.5% |
| 1Y | -23.8% | +267.3% | -291.1% | -27.9% |
| All | -32.1% | +187.3% | -219.4% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling