+47.7%
FND vs VICR
+984.4%
-936.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.2% | -10.2% | -1.4% |
| 7D | -5.8% | +5.0% | -10.7% | -6.9% |
| 30D | -20.2% | -12.5% | -7.7% | -18.5% |
| 3M | -12.0% | -33.6% | +21.6% | -6.9% |
| 6M | -18.5% | +10.7% | -29.2% | -26.4% |
| YTD | -22.3% | +80.6% | -102.8% | -38.6% |
| 1Y | -47.6% | +288.4% | -336.0% | -66.7% |
| 3Y | -49.8% | +213.8% | -263.6% | -69.2% |
| 5Y | -63.0% | +58.8% | -121.8% | -75.6% |
| All | +47.7% | +984.4% | -936.7% | -32.3% |
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