+890.0%
FN vs VICR
+1,568.0%
-678.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +1.5% |
| 7D | +3.5% | +9.8% | -6.3% | +0.8% |
| 30D | -26.0% | -12.6% | -13.4% | -22.9% |
| 3M | -33.3% | -29.7% | -3.6% | -26.9% |
| 6M | -14.9% | +18.8% | -33.8% | -20.9% |
| YTD | -8.6% | +76.4% | -84.9% | -24.1% |
| 1Y | +12.3% | +282.4% | -270.0% | -25.2% |
| 3Y | +174.4% | +206.2% | -31.8% | +81.2% |
| 5Y | +296.4% | +53.9% | +242.5% | +178.6% |
| 10Y | +890.0% | +1,572.3% | -682.3% | +253.9% |
| All | +890.0% | +1,568.0% | -678.0% | +253.9% |
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