-10.4%
FSLY vs VICR
+488.0%
-498.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +1.8% | +3.5% |
| 7D | +3.5% | +9.8% | -6.4% | +0.2% |
| 30D | -6.4% | -12.6% | +6.2% | -2.6% |
| 3M | +10.9% | -29.7% | +40.6% | +19.4% |
| 6M | +6.7% | +18.8% | -12.1% | -6.9% |
| YTD | +111.1% | +76.4% | +34.7% | +57.3% |
| 1Y | +185.8% | +282.4% | -96.6% | +53.7% |
| 3Y | -6.6% | +206.2% | -212.7% | -52.0% |
| 5Y | -52.4% | +53.9% | -106.3% | -71.4% |
| All | -10.4% | +488.0% | -498.4% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling