-58.8%
FICO vs VICR
+79.4%
-138.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.3% | -8.6% | +4.2% |
| 7D | -0.1% | -6.5% | +6.5% | -0.8% |
| 30D | +8.4% | -38.5% | +47.0% | +3.0% |
| 3M | -30.5% | -26.1% | -4.4% | -31.6% |
| 6M | -35.7% | -36.2% | +0.5% | -36.5% |
| YTD | -57.2% | +49.2% | -106.4% | -58.4% |
| All | -58.8% | +79.4% | -138.2% | -60.3% |
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 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