+531.6%
FICO vs VICR
+1,187.5%
-655.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.3% | -8.6% | +1.4% |
| 7D | -0.1% | -6.5% | +6.5% | +0.4% |
| 30D | +8.4% | -38.5% | +47.0% | +13.6% |
| 3M | -30.5% | -26.1% | -4.4% | -30.0% |
| 6M | -35.7% | -36.2% | +0.5% | -36.5% |
| YTD | -57.2% | +49.2% | -106.4% | -65.0% |
| 1Y | -58.4% | +87.0% | -145.4% | -67.5% |
| 3Y | -24.8% | +350.4% | -375.3% | -55.1% |
| 5Y | +79.3% | +3.7% | +75.6% | +34.5% |
| 10Y | +531.6% | +1,084.9% | -553.2% | +160.8% |
| All | +531.6% | +1,187.5% | -655.8% | +160.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling