+6.3%
FE vs VICR
+76.0%
-69.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -11.1% | +11.1% | -0.3% |
| 7D | +1.7% | -26.6% | +28.3% | +1.1% |
| 30D | +8.1% | -47.9% | +56.1% | +6.9% |
| 3M | -1.3% | -29.8% | +28.5% | -1.9% |
| 6M | +2.9% | -36.6% | +39.5% | +1.7% |
| YTD | +8.6% | +45.1% | -36.6% | +7.3% |
| 1Y | +6.3% | +80.0% | -73.7% | +5.6% |
| All | +6.3% | +76.0% | -69.6% | +5.6% |
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 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