+418.1%
FSLR vs VICR
+978.3%
-560.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.1% |
| 7D | -14.8% | +8.3% | -23.1% | -16.3% |
| 30D | -4.3% | -35.2% | +30.9% | +2.2% |
| 3M | -23.4% | -29.8% | +6.4% | -20.6% |
| 6M | -26.9% | -48.6% | +21.6% | -21.0% |
| YTD | -34.4% | +45.1% | -79.5% | -44.0% |
| 1Y | -33.2% | +79.6% | -112.8% | -45.3% |
| 3Y | +28.1% | +335.4% | -307.3% | -19.4% |
| 5Y | +54.5% | -1.0% | +55.5% | +21.4% |
| All | +418.1% | +978.3% | -560.2% | +159.1% |
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