-3.2%
FSLY vs VICR
+187.3%
-190.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.9% | +10.6% | +6.9% |
| 7D | +11.2% | +1.3% | +9.9% | +10.6% |
| 30D | -18.2% | -11.9% | -6.2% | -15.6% |
| 3M | +21.9% | -35.1% | +57.0% | +31.6% |
| 6M | +4.0% | +8.1% | -4.1% | -3.5% |
| YTD | +123.1% | +67.8% | +55.3% | +83.9% |
| 1Y | +196.9% | +267.3% | -70.4% | +90.7% |
| All | -3.2% | +187.3% | -190.6% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling