+665.4%
FICO vs VICR
+1,508.7%
-843.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.9% | +10.2% | +6.0% |
| 7D | -10.6% | +1.3% | -11.8% | -10.9% |
| 30D | -6.3% | -11.9% | +5.6% | -5.4% |
| 3M | -19.7% | -35.1% | +15.4% | -17.2% |
| 6M | -31.8% | +8.1% | -39.9% | -37.7% |
| YTD | -41.8% | +67.8% | -109.6% | -51.9% |
| 1Y | -36.4% | +267.3% | -303.7% | -55.8% |
| 3Y | +9.3% | +191.2% | -181.9% | -26.2% |
| 5Y | +113.0% | +48.1% | +64.9% | +50.5% |
| 10Y | +665.4% | +1,546.1% | -880.7% | +197.3% |
| All | +665.4% | +1,508.7% | -843.2% | +197.3% |
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 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