+2,067.0%
FLUT vs VICR
+2,940.4%
-873.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.5% |
| 7D | +3.8% | +9.8% | -6.0% | +3.3% |
| 30D | +6.3% | -12.6% | +18.9% | +6.8% |
| 3M | -4.0% | -29.7% | +25.6% | -3.1% |
| 6M | -10.3% | +18.8% | -29.1% | -13.2% |
| YTD | -53.2% | +76.4% | -129.6% | -55.9% |
| 1Y | -65.0% | +282.4% | -347.4% | -68.7% |
| 3Y | -43.9% | +206.2% | -250.1% | -50.1% |
| 5Y | -49.2% | +53.9% | -103.2% | -54.8% |
| 10Y | -9.2% | +1,572.3% | -1,581.5% | -24.1% |
| All | +2,067.0% | +2,940.4% | -873.4% | +1,633.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling