+755.5%
FN vs VICR
+1,016.5%
-261.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.5% |
| 7D | +20.8% | +21.9% | -1.1% | +14.4% |
| 30D | -17.3% | -38.4% | +21.1% | -5.1% |
| 3M | -38.1% | -27.2% | -11.0% | -33.2% |
| 6M | -44.2% | -43.7% | -0.5% | -36.6% |
| YTD | -22.3% | +50.3% | -72.5% | -33.4% |
| 1Y | -20.9% | +74.6% | -95.5% | -34.8% |
| 3Y | +111.1% | +351.2% | -240.1% | +27.5% |
| 5Y | +191.8% | +2.5% | +189.3% | +127.4% |
| All | +755.5% | +1,016.5% | -261.1% | +245.2% |
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