+2,102.5%
FTI vs VICR
+908.0%
+1,194.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.4% | +0.6% |
| 7D | -2.3% | +1.3% | -3.6% | -2.7% |
| 30D | +5.0% | -11.9% | +17.0% | +7.3% |
| 3M | +13.8% | -35.1% | +49.0% | +21.2% |
| 6M | +22.9% | +8.1% | +14.7% | +12.6% |
| YTD | +75.0% | +67.8% | +7.2% | +43.8% |
| 1Y | +96.9% | +267.3% | -170.4% | +33.3% |
| 3Y | +276.7% | +191.2% | +85.5% | +145.7% |
| 5Y | +1,157.0% | +48.1% | +1,108.9% | +749.2% |
| 10Y | +310.7% | +1,546.1% | -1,235.4% | +33.4% |
| All | +2,102.5% | +908.0% | +1,194.5% | +410.0% |
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