+56,361.5%
FAST vs VICR
+10,303.5%
+46,058.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | +4.8% | -9.7% | +14.5% | +6.0% |
| 30D | +8.6% | -39.2% | +47.8% | +15.8% |
| 3M | +5.7% | -22.6% | +28.3% | +7.0% |
| 6M | +25.5% | -37.0% | +62.4% | +27.1% |
| YTD | +39.6% | +47.5% | -7.9% | +19.9% |
| 1Y | +35.5% | +75.0% | -39.5% | +12.8% |
| 3Y | +96.2% | +343.0% | -246.8% | +28.7% |
| 5Y | +110.2% | +3.9% | +106.3% | +61.3% |
| 10Y | +531.8% | +1,034.6% | -502.8% | +186.5% |
| All | +56,361.5% | +10,303.5% | +46,058.1% | +10,898.6% |
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