+9,359.7%
FTNT vs VICR
+2,296.9%
+7,062.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | +0.8% |
| 7D | +1.7% | +1.3% | +0.5% | +1.4% |
| 30D | -4.3% | -11.9% | +7.7% | -2.3% |
| 3M | +13.6% | -35.1% | +48.7% | +20.8% |
| 6M | +87.6% | +8.1% | +79.5% | +72.7% |
| YTD | +98.0% | +67.8% | +30.2% | +62.9% |
| 1Y | +96.9% | +267.3% | -170.4% | +33.7% |
| 3Y | +145.4% | +191.2% | -45.8% | +60.9% |
| 5Y | +153.0% | +48.1% | +104.9% | +74.8% |
| 10Y | +2,098.3% | +1,546.1% | +552.2% | +606.2% |
| All | +9,359.7% | +2,296.9% | +7,062.8% | +2,432.3% |
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