+105.4%
FSLR vs VICR
+46.6%
+58.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.9% | +0.1% | -3.9% |
| 7D | +0.2% | +1.3% | -1.0% | 0.0% |
| 30D | -15.1% | -11.9% | -3.2% | -13.7% |
| 3M | -22.5% | -35.1% | +12.6% | -17.8% |
| 6M | +4.0% | +8.1% | -4.2% | -0.2% |
| YTD | -22.3% | +67.8% | -90.0% | -31.7% |
| 1Y | 0.0% | +267.3% | -267.3% | -24.4% |
| 3Y | +10.9% | +191.2% | -180.4% | -18.6% |
| 5Y | +105.4% | +48.1% | +57.3% | +57.4% |
| All | +105.4% | +46.6% | +58.8% | +57.4% |
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