+826.4%
FN vs VICR
+1,187.5%
-361.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +11.3% | +0.5% | +8.6% |
| 7D | +16.3% | -6.5% | +22.8% | +19.1% |
| 30D | -24.7% | -38.5% | +13.8% | -13.7% |
| 3M | -34.9% | -26.1% | -8.8% | -30.0% |
| 6M | -41.1% | -36.2% | -4.9% | -35.6% |
| YTD | -19.6% | +49.2% | -68.8% | -31.0% |
| 1Y | -18.5% | +87.0% | -105.5% | -34.0% |
| 3Y | +119.1% | +350.4% | -231.3% | +32.5% |
| 5Y | +206.9% | +3.7% | +203.2% | +138.2% |
| 10Y | +826.4% | +1,084.9% | -258.4% | +280.6% |
| All | +826.4% | +1,187.5% | -361.0% | +280.6% |
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 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