-38.6%
FICO vs VICR
+272.1%
-310.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +5.5% | -22.2% | -16.1% |
| 7D | -19.2% | +0.4% | -19.6% | -19.0% |
| 30D | -14.6% | -13.9% | -0.7% | -15.6% |
| 3M | -20.1% | -38.4% | +18.3% | -21.7% |
| 6M | -36.3% | -7.2% | -29.1% | -36.6% |
| YTD | -44.9% | +72.0% | -116.9% | -43.8% |
| 1Y | -38.6% | +263.3% | -301.9% | -30.3% |
| All | -38.6% | +272.1% | -310.7% | -30.3% |
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 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