-43.2%
FN vs VICR
-40.0%
-3.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.0% | +1.9% | +4.2% |
| 7D | +8.0% | +5.7% | +2.3% | +5.9% |
| 30D | -19.1% | -35.2% | +16.0% | -6.2% |
| 3M | -29.8% | -20.3% | -9.5% | -24.9% |
| 6M | -43.2% | -46.3% | +3.1% | -32.1% |
| All | -43.2% | -40.0% | -3.2% | -32.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling