+6.9%
FPS vs VICR
+25.7%
-18.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.8% | -2.1% |
| 7D | +5.3% | +1.3% | +4.1% | +4.8% |
| 30D | -17.6% | -11.9% | -5.6% | -13.7% |
| 3M | -45.8% | -35.1% | -10.6% | -37.3% |
| 6M | -10.1% | +8.1% | -18.3% | -22.3% |
| All | +6.9% | +25.7% | -18.8% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling