+11.4%
FPS vs VICR
+32.2%
-20.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.5% | +2.0% |
| 7D | +10.4% | +9.8% | +0.5% | +6.2% |
| 30D | -16.5% | -12.6% | -3.9% | -12.4% |
| 3M | -45.5% | -29.7% | -15.8% | -39.0% |
| 6M | +2.1% | +18.8% | -16.8% | -14.9% |
| All | +11.4% | +32.2% | -20.7% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling