-47.6%
FND vs VICR
+293.8%
-341.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.2% | -10.2% | +0.2% |
| 7D | -5.8% | +5.0% | -10.7% | -6.1% |
| 30D | -20.2% | -12.5% | -7.7% | -19.7% |
| 3M | -12.0% | -33.6% | +21.6% | -10.5% |
| 6M | -18.5% | +10.7% | -29.2% | -24.2% |
| YTD | -22.3% | +80.6% | -102.8% | -30.6% |
| 1Y | -47.6% | +288.4% | -336.0% | -57.5% |
| All | -47.6% | +293.8% | -341.4% | -57.5% |
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