+56,083.5%
FAST vs VICR
+10,421.2%
+45,662.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +11.3% | -8.3% | +1.2% |
| 7D | +3.8% | -6.5% | +10.4% | +4.4% |
| 30D | +8.1% | -38.5% | +46.6% | +15.0% |
| 3M | +5.8% | -26.1% | +31.9% | +7.9% |
| 6M | +24.9% | -36.2% | +61.1% | +26.2% |
| YTD | +38.9% | +49.2% | -10.3% | +19.1% |
| 1Y | +36.5% | +87.0% | -50.5% | +12.4% |
| 3Y | +98.1% | +350.4% | -252.3% | +29.6% |
| 5Y | +109.3% | +3.7% | +105.6% | +60.7% |
| 10Y | +547.9% | +1,084.9% | -536.9% | +191.6% |
| All | +56,083.5% | +10,421.2% | +45,662.3% | +10,825.3% |
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 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