+74.1%
FDX vs VICR
+336.6%
-262.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +1.8% |
| 7D | +5.2% | +8.3% | -3.1% | +4.5% |
| 30D | +11.3% | -35.2% | +46.5% | +14.5% |
| 3M | -4.1% | -29.8% | +25.7% | -2.7% |
| 6M | +9.6% | -48.6% | +58.2% | +13.1% |
| YTD | +40.9% | +45.1% | -4.2% | +28.7% |
| 1Y | +53.0% | +79.6% | -26.5% | +36.8% |
| 3Y | +74.1% | +335.4% | -261.3% | +29.4% |
| All | +74.1% | +336.6% | -262.5% | +29.4% |
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