+114.5%
FE vs VICR
+1,508.7%
-1,394.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | -0.3% |
| 7D | -0.2% | +1.3% | -1.4% | -0.3% |
| 30D | -1.2% | -11.9% | +10.8% | -0.7% |
| 3M | +1.7% | -35.1% | +36.8% | +3.2% |
| 6M | -7.5% | +8.1% | -15.6% | -9.8% |
| YTD | +6.3% | +67.8% | -61.4% | +0.4% |
| 1Y | +10.9% | +267.3% | -256.4% | -1.2% |
| 3Y | +46.9% | +191.2% | -144.3% | +29.0% |
| 5Y | +47.6% | +48.1% | -0.5% | +32.4% |
| 10Y | +114.5% | +1,546.1% | -1,431.6% | +45.0% |
| All | +114.5% | +1,508.7% | -1,394.2% | +45.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling