+1.7%
FSLR vs VICR
+253.2%
-251.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.2% | +5.2% | +2.5% |
| 7D | -0.1% | -0.4% | +0.3% | -0.1% |
| 30D | -14.0% | -15.6% | +1.6% | -12.1% |
| 3M | -16.9% | -35.4% | +18.5% | -11.9% |
| 6M | +4.7% | +1.3% | +3.5% | +4.5% |
| YTD | -20.7% | +62.5% | -83.1% | -24.8% |
| 1Y | +1.7% | +255.5% | -253.8% | -10.8% |
| All | +1.7% | +253.2% | -251.5% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling