+90.1%
FTV vs VICR
+1,579.2%
-1,489.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.6% | -0.5% |
| 7D | -1.3% | +1.3% | -2.5% | -1.5% |
| 30D | -9.5% | -11.9% | +2.4% | -8.2% |
| 3M | -10.9% | -35.1% | +24.2% | -7.1% |
| 6M | -0.6% | +8.1% | -8.8% | -6.7% |
| YTD | +1.4% | +67.8% | -66.3% | -12.7% |
| 1Y | +17.6% | +267.3% | -249.7% | -12.9% |
| 3Y | -3.3% | +191.2% | -194.5% | -30.0% |
| 5Y | -0.1% | +48.1% | -48.2% | -24.9% |
| 10Y | +82.5% | +1,546.1% | -1,463.6% | -10.1% |
| All | +90.1% | +1,579.2% | -1,489.1% | -8.4% |
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 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