+804.7%
FN vs VICR
+1,071.4%
-266.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.0% | +1.9% | +4.7% |
| 7D | +8.0% | +5.7% | +2.3% | +6.8% |
| 30D | -19.1% | -35.2% | +16.0% | -8.6% |
| 3M | -29.8% | -20.3% | -9.5% | -26.1% |
| 6M | -43.2% | -46.3% | +3.1% | -34.7% |
| YTD | -18.9% | +53.4% | -72.3% | -31.0% |
| 1Y | -17.9% | +81.6% | -99.4% | -33.0% |
| 3Y | +120.1% | +360.5% | -240.4% | +32.2% |
| 5Y | +206.7% | +4.4% | +202.3% | +137.6% |
| 10Y | +804.7% | +1,055.3% | -250.7% | +269.8% |
| All | +804.7% | +1,071.4% | -266.8% | +269.8% |
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 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