-61.0%
FLNC vs VICR
+209.3%
-270.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.2% | -8.7% | -1.3% |
| 7D | -4.1% | +5.0% | -9.0% | -5.6% |
| 30D | -24.8% | -12.5% | -12.3% | -21.9% |
| 3M | -59.1% | -33.6% | -25.5% | -53.8% |
| 6M | -42.0% | +10.7% | -52.6% | -46.4% |
| YTD | -49.8% | +80.6% | -130.4% | -60.9% |
| 1Y | +43.1% | +288.4% | -245.3% | -15.4% |
| 3Y | -61.0% | +213.8% | -274.7% | -78.2% |
| All | -61.0% | +209.3% | -270.2% | -78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling