+107.2%
FAST vs VICR
+47.8%
+59.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | +0.4% |
| 7D | -0.4% | +0.4% | -0.8% | -0.4% |
| 30D | -0.8% | -13.9% | +13.2% | +0.1% |
| 3M | +5.8% | -38.4% | +44.2% | +8.4% |
| 6M | +8.0% | -7.2% | +15.2% | +5.7% |
| YTD | +25.6% | +72.0% | -46.4% | +16.4% |
| 1Y | +0.8% | +263.3% | -262.5% | -13.1% |
| 3Y | +86.1% | +173.3% | -87.2% | +58.6% |
| All | +107.2% | +47.8% | +59.4% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling