-56.4%
FICO vs VICR
+76.0%
-132.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -11.1% | +7.9% | -4.8% |
| 7D | +0.4% | -26.6% | +27.0% | -3.7% |
| 30D | +1.7% | -47.9% | +49.6% | -5.4% |
| 3M | -33.0% | -29.8% | -3.3% | -34.6% |
| 6M | -33.9% | -36.6% | +2.8% | -35.0% |
| YTD | -58.5% | +45.1% | -103.7% | -59.0% |
| 1Y | -56.4% | +80.0% | -136.4% | -56.7% |
| All | -56.4% | +76.0% | -132.3% | -56.7% |
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