+453.5%
FSLR vs VICR
+1,501.2%
-1,047.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.2% | +5.2% | +2.6% |
| 7D | -0.1% | -0.4% | +0.3% | -0.1% |
| 30D | -14.0% | -15.6% | +1.6% | -11.7% |
| 3M | -16.9% | -35.4% | +18.5% | -11.1% |
| 6M | +4.7% | +1.3% | +3.5% | +0.7% |
| YTD | -20.7% | +62.5% | -83.1% | -31.7% |
| 1Y | +1.7% | +255.5% | -253.8% | -26.4% |
| 3Y | +13.1% | +182.0% | -168.9% | -20.3% |
| 5Y | +108.4% | +42.9% | +65.5% | +55.0% |
| All | +453.5% | +1,501.2% | -1,047.7% | +184.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling