-9.3%
FLUT vs VICR
+1,679.8%
-1,689.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.2% | -9.2% | +1.0% |
| 7D | +0.4% | +5.0% | -4.5% | 0.0% |
| 30D | +2.5% | -12.5% | +15.0% | +3.2% |
| 3M | -9.2% | -33.6% | +24.4% | -7.4% |
| 6M | -8.2% | +10.7% | -18.9% | -12.6% |
| YTD | -53.2% | +80.6% | -133.8% | -57.8% |
| 1Y | -65.6% | +288.4% | -353.9% | -71.5% |
| 3Y | -43.6% | +213.8% | -257.4% | -53.9% |
| 5Y | -50.3% | +58.8% | -109.1% | -59.8% |
| All | -9.3% | +1,679.8% | -1,689.1% | -24.0% |
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 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