+270.5%
FTI vs VICR
+209.3%
+61.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.2% | -10.1% | -0.2% |
| 7D | -4.4% | +5.0% | -9.3% | -5.0% |
| 30D | +1.5% | -12.5% | +14.0% | +2.7% |
| 3M | +8.2% | -33.6% | +41.8% | +11.8% |
| 6M | +18.8% | +10.7% | +8.2% | +11.9% |
| YTD | +71.7% | +80.6% | -8.9% | +50.2% |
| 1Y | +90.0% | +288.4% | -198.3% | +49.0% |
| 3Y | +270.5% | +213.8% | +56.7% | +186.4% |
| All | +270.5% | +209.3% | +61.2% | +186.4% |
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 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