+48.5%
FND vs VICR
+907.5%
-859.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | +0.3% |
| 7D | -0.8% | +1.3% | -2.0% | -1.1% |
| 30D | -19.6% | -11.9% | -7.6% | -18.0% |
| 3M | -4.3% | -35.1% | +30.8% | +1.7% |
| 6M | -20.4% | +8.1% | -28.6% | -27.8% |
| YTD | -21.9% | +67.8% | -89.6% | -37.2% |
| 1Y | -45.2% | +267.3% | -312.5% | -64.7% |
| 3Y | -49.2% | +191.2% | -240.4% | -68.3% |
| 5Y | -61.8% | +48.1% | -109.9% | -74.5% |
| All | +48.5% | +907.5% | -859.1% | -30.8% |
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