+3,514.6%
FDX vs VICR
+12,032.4%
-8,517.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.0% | -1.4% |
| 7D | -2.5% | +0.4% | -3.0% | -2.7% |
| 30D | +3.8% | -13.9% | +17.7% | +5.7% |
| 3M | -1.3% | -38.4% | +37.1% | +4.1% |
| 6M | +5.0% | -7.2% | +12.2% | +1.6% |
| YTD | +39.6% | +72.0% | -32.4% | +21.8% |
| 1Y | +81.1% | +263.3% | -182.2% | +38.2% |
| 3Y | +63.0% | +173.3% | -110.2% | +22.3% |
| 5Y | +65.6% | +47.3% | +18.3% | +27.0% |
| 10Y | +183.4% | +1,495.2% | -1,311.8% | +38.5% |
| All | +3,514.6% | +12,032.4% | -8,517.8% | +962.6% |
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