+3,689.8%
FN vs VICR
+1,550.4%
+2,139.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.5% | -2.3% | +1.6% |
| 7D | -1.7% | +0.4% | -2.1% | -1.9% |
| 30D | -22.0% | -13.9% | -8.1% | -18.4% |
| 3M | -43.0% | -38.4% | -4.6% | -35.1% |
| 6M | -27.7% | -7.2% | -20.5% | -28.4% |
| YTD | -10.5% | +72.0% | -82.6% | -25.6% |
| 1Y | +12.5% | +263.3% | -250.8% | -24.7% |
| 3Y | +153.8% | +173.3% | -19.5% | +70.8% |
| 5Y | +288.0% | +47.3% | +240.7% | +172.7% |
| 10Y | +906.4% | +1,495.2% | -588.8% | +228.0% |
| All | +3,689.8% | +1,550.4% | +2,139.4% | +1,024.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling