+38.5%
FAST vs VICR
+65.4%
-26.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.2% |
| 7D | +5.0% | +21.9% | -16.9% | +4.5% |
| 30D | +8.6% | -38.4% | +46.9% | +9.5% |
| 3M | +6.9% | -27.2% | +34.1% | +7.3% |
| 6M | +29.6% | -43.7% | +73.3% | +30.4% |
| YTD | +41.4% | +50.3% | -8.9% | +32.5% |
| 1Y | +38.5% | +74.6% | -36.0% | +29.5% |
| All | +38.5% | +65.4% | -26.9% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling