-39.3%
FICO vs VICR
+271.8%
-311.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | +0.4% |
| 7D | -15.4% | +9.8% | -25.3% | -14.4% |
| 30D | -10.4% | -12.6% | +2.2% | -11.3% |
| 3M | -22.7% | -29.7% | +7.0% | -23.7% |
| 6M | -36.8% | +18.8% | -55.6% | -36.4% |
| YTD | -44.8% | +76.4% | -121.2% | -43.7% |
| 1Y | -39.3% | +282.4% | -321.7% | -31.2% |
| All | -39.3% | +271.8% | -311.1% | -31.2% |
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