-30.7%
FRMI vs VICR
+14.5%
-45.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.7% | -1.5% |
| 7D | +15.9% | +1.3% | +14.7% | +15.6% |
| 30D | -6.0% | -11.9% | +6.0% | -2.6% |
| 3M | -1.6% | -35.1% | +33.5% | +9.4% |
| 6M | -30.7% | +8.1% | -38.8% | -42.5% |
| All | -30.7% | +14.5% | -45.2% | -42.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling