+538.9%
FICO vs VICR
+1,016.5%
-477.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.5% | -1.3% |
| 7D | +1.4% | +21.9% | -20.5% | -1.1% |
| 30D | -0.8% | -38.4% | +37.6% | +4.0% |
| 3M | -31.3% | -27.2% | -4.1% | -30.7% |
| 6M | -33.9% | -43.7% | +9.8% | -33.0% |
| YTD | -57.6% | +50.3% | -107.8% | -65.3% |
| 1Y | -59.7% | +74.6% | -134.2% | -68.0% |
| 3Y | -28.0% | +351.2% | -379.2% | -57.0% |
| 5Y | +91.0% | +2.5% | +88.5% | +43.9% |
| All | +538.9% | +1,016.5% | -477.6% | +164.5% |
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