+164.3%
FSLY vs VICR
+76.0%
+88.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -11.1% | +11.0% | +2.4% |
| 7D | -22.2% | -26.6% | +4.4% | -16.5% |
| 30D | -19.1% | -47.9% | +28.8% | -7.6% |
| 3M | -15.7% | -29.8% | +14.1% | -9.5% |
| 6M | -23.5% | -36.6% | +13.1% | -17.5% |
| YTD | +106.6% | +45.1% | +61.5% | +130.3% |
| 1Y | +164.3% | +80.0% | +84.2% | +240.9% |
| All | +164.3% | +76.0% | +88.3% | +240.9% |
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