-71.6%
FLNC vs VICR
+34.0%
-105.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.2% | -8.7% | -1.5% |
| 7D | -4.1% | +5.0% | -9.0% | -5.7% |
| 30D | -24.8% | -12.5% | -12.3% | -21.6% |
| 3M | -59.1% | -33.6% | -25.5% | -53.3% |
| 6M | -42.0% | +10.7% | -52.6% | -47.1% |
| YTD | -49.8% | +80.6% | -130.4% | -62.2% |
| 1Y | +43.1% | +288.4% | -245.3% | -21.0% |
| 3Y | -61.0% | +213.8% | -274.7% | -79.5% |
| All | -71.6% | +34.0% | -105.6% | -81.0% |
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 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