+3,492.6%
FDX vs VICR
+10,497.2%
-7,004.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.7% |
| 7D | +0.8% | +21.9% | -21.1% | -2.3% |
| 30D | +9.9% | -38.4% | +48.3% | +16.6% |
| 3M | -1.9% | -27.2% | +25.3% | +0.1% |
| 6M | +6.1% | -43.7% | +49.8% | +10.0% |
| YTD | +38.8% | +50.3% | -11.5% | +20.7% |
| 1Y | +50.0% | +74.6% | -24.6% | +27.2% |
| 3Y | +71.0% | +351.2% | -280.2% | +16.4% |
| 5Y | +72.5% | +2.5% | +70.0% | +37.2% |
| 10Y | +153.1% | +1,031.9% | -878.8% | +27.6% |
| All | +3,492.6% | +10,497.2% | -7,004.6% | +952.9% |
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