+16.8%
FLR vs VICR
+1,679.8%
-1,663.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.2% | -9.9% | -1.3% |
| 7D | -3.5% | +5.0% | -8.5% | -4.6% |
| 30D | +4.2% | -12.5% | +16.6% | +6.7% |
| 3M | +8.1% | -33.6% | +41.7% | +15.9% |
| 6M | +21.5% | +10.7% | +10.9% | +13.4% |
| YTD | +36.8% | +80.6% | -43.8% | +13.4% |
| 1Y | +31.2% | +288.4% | -257.2% | -10.3% |
| 3Y | +53.9% | +213.8% | -159.9% | +2.6% |
| 5Y | +243.0% | +58.8% | +184.2% | +142.4% |
| All | +16.8% | +1,679.8% | -1,663.0% | -56.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling