-22.6%
FPS vs VICR
+8.7%
-31.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -11.1% | -6.2% | -12.2% |
| 7D | -23.3% | -26.6% | +3.2% | -11.4% |
| 30D | -42.4% | -47.9% | +5.5% | -23.5% |
| 3M | -43.0% | -29.8% | -13.3% | -34.4% |
| 6M | -44.5% | -36.6% | -7.9% | -36.9% |
| All | -22.6% | +8.7% | -31.4% | -32.7% |
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