+533.3%
FAST vs VICR
+978.3%
-445.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.3% |
| 7D | +4.2% | +8.3% | -4.1% | +3.2% |
| 30D | +6.7% | -35.2% | +41.8% | +10.9% |
| 3M | +8.0% | -29.8% | +37.9% | +10.3% |
| 6M | +27.4% | -48.6% | +76.0% | +32.4% |
| YTD | +40.5% | +45.1% | -4.6% | +24.9% |
| 1Y | +38.4% | +79.6% | -41.2% | +19.4% |
| 3Y | +98.7% | +335.4% | -236.7% | +41.1% |
| 5Y | +106.7% | -1.0% | +107.7% | +73.9% |
| All | +533.3% | +978.3% | -445.0% | +238.9% |
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 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