+50,709.0%
FAST vs VICR
+12,032.5%
+38,676.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | -0.1% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | -0.8% | -13.9% | +13.2% | +1.2% |
| 3M | +5.8% | -38.4% | +44.2% | +11.6% |
| 6M | +8.0% | -7.2% | +15.2% | +3.7% |
| YTD | +25.6% | +72.0% | -46.4% | +7.8% |
| 1Y | +0.8% | +263.3% | -262.5% | -25.1% |
| 3Y | +86.1% | +173.3% | -87.2% | +34.9% |
| 5Y | +100.2% | +47.3% | +52.9% | +47.9% |
| 10Y | +494.2% | +1,495.2% | -1,001.0% | +160.2% |
| All | +50,709.0% | +12,032.5% | +38,676.6% | +9,791.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling