+295.8%
FTI vs VICR
+1,679.8%
-1,384.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.2% | -10.1% | -0.8% |
| 7D | -4.4% | +5.0% | -9.3% | -5.2% |
| 30D | +1.5% | -12.5% | +14.0% | +3.2% |
| 3M | +8.2% | -33.6% | +41.8% | +13.1% |
| 6M | +18.8% | +10.7% | +8.2% | +10.6% |
| YTD | +71.7% | +80.6% | -8.9% | +45.6% |
| 1Y | +90.0% | +288.4% | -198.3% | +39.2% |
| 3Y | +270.5% | +213.8% | +56.7% | +163.8% |
| 5Y | +1,084.5% | +58.8% | +1,025.7% | +784.4% |
| All | +295.8% | +1,679.8% | -1,384.0% | +80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling