-75.0%
FRSH vs VICR
+54.1%
-129.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.2% | -11.0% | -1.6% |
| 7D | -6.6% | +5.0% | -11.6% | -7.4% |
| 30D | +2.1% | -12.5% | +14.6% | +3.6% |
| 3M | +29.0% | -33.6% | +62.6% | +34.2% |
| 6M | +48.6% | +10.7% | +38.0% | +34.0% |
| YTD | -2.9% | +80.6% | -83.5% | -23.2% |
| 1Y | -7.9% | +288.4% | -296.3% | -40.7% |
| 3Y | -46.5% | +213.8% | -260.3% | -66.7% |
| All | -75.0% | +54.1% | -129.1% | -80.3% |
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