+46.1%
FE vs VICR
+7.1%
+39.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | +0.1% |
| 7D | -0.4% | +5.7% | -6.1% | -0.4% |
| 30D | +3.6% | -35.2% | +38.8% | +3.8% |
| 3M | +0.3% | -20.3% | +20.6% | +0.3% |
| 6M | +6.4% | -46.3% | +52.7% | +6.5% |
| YTD | +8.1% | +53.4% | -45.3% | +6.4% |
| 1Y | +4.6% | +81.6% | -77.0% | +2.6% |
| 3Y | +49.1% | +360.5% | -311.4% | +41.9% |
| 5Y | +46.1% | +4.4% | +41.7% | +39.0% |
| All | +46.1% | +7.1% | +39.0% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling