+65.0%
FDX vs VICR
+76.0%
-10.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -11.1% | +14.7% | +4.2% |
| 7D | +8.1% | -26.6% | +34.7% | +10.0% |
| 30D | +13.9% | -47.9% | +61.9% | +18.3% |
| 3M | +5.5% | -29.8% | +35.3% | +6.7% |
| 6M | +15.1% | -36.6% | +51.8% | +15.0% |
| YTD | +43.2% | +45.1% | -2.0% | +32.0% |
| 1Y | +65.0% | +80.0% | -15.0% | +52.7% |
| All | +65.0% | +76.0% | -10.9% | +52.7% |
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 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