+2,072.5%
FTNT vs VICR
+1,679.8%
+392.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.2% | -12.9% | -3.5% |
| 7D | -0.1% | +5.0% | -5.1% | -1.1% |
| 30D | -3.0% | -12.5% | +9.5% | -1.3% |
| 3M | +7.6% | -33.6% | +41.2% | +12.6% |
| 6M | +87.0% | +10.7% | +76.3% | +73.9% |
| YTD | +96.5% | +80.6% | +16.0% | +64.7% |
| 1Y | +92.9% | +288.4% | -195.4% | +37.7% |
| 3Y | +139.8% | +213.8% | -73.9% | +66.4% |
| 5Y | +151.3% | +58.8% | +92.5% | +83.8% |
| All | +2,072.5% | +1,679.8% | +392.7% | +935.5% |
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