+8,782.6%
FDS vs VICR
+899.1%
+7,883.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.5% | -9.0% | -4.3% |
| 7D | -1.9% | +0.4% | -2.3% | -2.0% |
| 30D | +9.0% | -13.9% | +23.0% | +10.7% |
| 3M | +18.9% | -38.4% | +57.3% | +23.8% |
| 6M | +35.1% | -7.2% | +42.3% | +27.9% |
| YTD | +5.5% | +72.0% | -66.5% | -10.4% |
| 1Y | -16.8% | +263.3% | -280.1% | -38.6% |
| 3Y | -28.1% | +173.3% | -201.3% | -48.3% |
| 5Y | -17.4% | +47.3% | -64.7% | -39.7% |
| 10Y | +85.4% | +1,495.2% | -1,409.7% | -20.5% |
| All | +8,782.6% | +899.1% | +7,883.5% | +2,627.3% |
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