+507.7%
FAST vs VICR
+1,568.0%
-1,060.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -3.0% | -0.7% |
| 7D | +1.3% | +9.8% | -8.6% | +0.2% |
| 30D | -4.7% | -12.6% | +7.9% | -3.6% |
| 3M | +7.9% | -29.7% | +37.6% | +10.7% |
| 6M | +7.4% | +18.8% | -11.4% | +0.8% |
| YTD | +25.1% | +76.4% | -51.3% | +10.4% |
| 1Y | +4.7% | +282.4% | -277.7% | -18.1% |
| 3Y | +94.7% | +206.2% | -111.5% | +48.0% |
| 5Y | +106.8% | +53.9% | +52.9% | +63.5% |
| 10Y | +507.7% | +1,572.3% | -1,064.6% | +173.3% |
| All | +507.7% | +1,568.0% | -1,060.3% | +173.3% |
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 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