-51.2%
FLUT vs VICR
+42.6%
-93.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.3% |
| 7D | -3.6% | -0.4% | -3.2% | -3.6% |
| 30D | -0.3% | -15.6% | +15.2% | +0.9% |
| 3M | -12.6% | -35.4% | +22.7% | -10.1% |
| 6M | -8.0% | +1.3% | -9.3% | -13.8% |
| YTD | -54.1% | +62.5% | -116.6% | -60.4% |
| 1Y | -66.1% | +255.5% | -321.6% | -74.4% |
| 3Y | -45.0% | +182.0% | -227.0% | -59.2% |
| 5Y | -51.2% | +42.9% | -94.1% | -67.8% |
| All | -51.2% | +42.6% | -93.8% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling