-21.7%
FN vs VICR
+79.4%
-101.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +11.3% | +0.5% | +7.1% |
| 7D | +16.3% | -6.5% | +22.8% | +19.8% |
| 30D | -24.7% | -38.5% | +13.8% | -9.8% |
| 3M | -34.9% | -26.1% | -8.8% | -28.4% |
| 6M | -41.1% | -36.2% | -4.9% | -34.0% |
| YTD | -19.6% | +49.2% | -68.8% | -41.1% |
| All | -21.7% | +79.4% | -101.1% | -52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling