+576.2%
FE vs VICR
+607.7%
-31.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -1.0% |
| 7D | +1.9% | +0.4% | +1.5% | +1.9% |
| 30D | -1.2% | -13.9% | +12.8% | -0.3% |
| 3M | +3.5% | -38.4% | +41.9% | +6.0% |
| 6M | -6.1% | -7.2% | +1.1% | -7.8% |
| YTD | +7.6% | +72.0% | -64.4% | +0.4% |
| 1Y | +11.9% | +263.3% | -251.4% | -2.1% |
| 3Y | +48.4% | +173.3% | -124.8% | +28.2% |
| 5Y | +44.8% | +47.3% | -2.5% | +26.0% |
| 10Y | +115.9% | +1,495.2% | -1,379.3% | +46.7% |
| All | +576.2% | +607.7% | -31.5% | +291.6% |
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