-59.7%
FICO vs VICR
+65.4%
-125.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.5% | -1.8% |
| 7D | +1.4% | +21.9% | -20.5% | +4.2% |
| 30D | -0.8% | -38.4% | +37.6% | -5.7% |
| 3M | -31.3% | -27.2% | -4.1% | -32.5% |
| 6M | -33.9% | -43.7% | +9.8% | -35.2% |
| YTD | -57.6% | +50.3% | -107.8% | -58.9% |
| 1Y | -59.7% | +74.6% | -134.2% | -61.2% |
| All | -59.7% | +65.4% | -125.1% | -61.2% |
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