+3.0%
FLR vs VICR
+76.0%
-73.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -11.1% | +10.3% | +1.7% |
| 7D | +1.4% | -26.6% | +27.9% | +8.2% |
| 30D | -5.9% | -47.9% | +42.0% | +7.6% |
| 3M | -7.6% | -29.8% | +22.1% | -2.7% |
| 6M | -9.3% | -36.6% | +27.3% | -6.0% |
| YTD | +20.1% | +45.1% | -25.0% | -9.9% |
| 1Y | +3.0% | +80.0% | -77.0% | -30.2% |
| All | +3.0% | +76.0% | -73.0% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling