-46.5%
FRSH vs VICR
+209.3%
-255.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.2% | -11.0% | -0.7% |
| 7D | -6.6% | +5.0% | -11.6% | -7.0% |
| 30D | +2.1% | -12.5% | +14.6% | +2.9% |
| 3M | +29.0% | -33.6% | +62.6% | +31.9% |
| 6M | +48.6% | +10.7% | +38.0% | +37.8% |
| YTD | -2.9% | +80.6% | -83.5% | -18.7% |
| 1Y | -7.9% | +288.4% | -296.3% | -35.0% |
| 3Y | -46.5% | +213.8% | -260.3% | -60.5% |
| All | -46.5% | +209.3% | -255.8% | -60.5% |
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 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