+317.0%
FWONK vs VICR
+1,679.8%
-1,362.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.2% | -11.0% | -1.1% |
| 7D | +0.1% | +5.0% | -4.9% | -0.6% |
| 30D | -7.7% | -12.5% | +4.7% | -6.7% |
| 3M | +5.7% | -33.6% | +39.3% | +9.1% |
| 6M | +13.5% | +10.7% | +2.8% | +7.2% |
| YTD | -3.0% | +80.6% | -83.5% | -15.3% |
| 1Y | -6.4% | +288.4% | -294.8% | -27.8% |
| 3Y | +43.8% | +213.8% | -170.0% | +8.2% |
| 5Y | +98.6% | +58.8% | +39.7% | +55.4% |
| All | +317.0% | +1,679.8% | -1,362.8% | +122.0% |
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 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