+5.3%
FAST vs VICR
+282.4%
-277.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -3.0% | -0.5% |
| 7D | +1.3% | +9.8% | -8.6% | +1.2% |
| 30D | -4.7% | -12.6% | +7.9% | -4.7% |
| 3M | +7.9% | -29.7% | +37.6% | +8.2% |
| 6M | +7.4% | +18.8% | -11.4% | +5.6% |
| YTD | +25.1% | +76.4% | -51.3% | +23.9% |
| All | +5.3% | +282.4% | -277.0% | +13.5% |
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