+139.8%
FTNT vs VICR
+209.3%
-69.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.2% | -12.9% | -2.6% |
| 7D | -0.1% | +5.0% | -5.1% | -0.6% |
| 30D | -3.0% | -12.5% | +9.5% | -2.2% |
| 3M | +7.6% | -33.6% | +41.2% | +10.0% |
| 6M | +87.0% | +10.7% | +76.3% | +79.8% |
| YTD | +96.5% | +80.6% | +16.0% | +77.3% |
| 1Y | +92.9% | +288.4% | -195.4% | +57.1% |
| 3Y | +139.8% | +213.8% | -73.9% | +108.9% |
| All | +139.8% | +209.3% | -69.4% | +108.9% |
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