-28.9%
FICO vs VICR
+336.6%
-365.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.3% |
| 7D | +2.2% | +8.3% | -6.1% | +2.4% |
| 30D | +0.1% | -35.2% | +35.3% | -0.5% |
| 3M | -35.2% | -29.8% | -5.3% | -35.4% |
| 6M | -32.4% | -48.6% | +16.2% | -32.2% |
| YTD | -57.4% | +45.1% | -102.5% | -61.2% |
| 1Y | -58.5% | +79.6% | -138.1% | -63.1% |
| 3Y | -28.9% | +335.4% | -364.2% | -44.2% |
| All | -28.9% | +336.6% | -365.4% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling