+52.0%
FLR vs VICR
+178.2%
-126.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.8% | -1.7% |
| 7D | -6.9% | -0.4% | -6.5% | -6.8% |
| 30D | +1.1% | -15.6% | +16.7% | +4.3% |
| 3M | +14.3% | -35.4% | +49.7% | +22.9% |
| 6M | +19.1% | +1.3% | +17.8% | +14.1% |
| YTD | +35.1% | +62.5% | -27.3% | +17.1% |
| 1Y | +29.5% | +255.5% | -226.0% | -5.6% |
| All | +52.0% | +178.2% | -126.2% | +14.6% |
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 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