+139,157.4%
FICO vs VICR
+12,032.5%
+127,125.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +5.5% | -22.2% | -17.5% |
| 7D | -19.2% | +0.4% | -19.6% | -19.4% |
| 30D | -14.6% | -13.9% | -0.7% | -13.3% |
| 3M | -20.1% | -38.4% | +18.3% | -16.7% |
| 6M | -36.3% | -7.2% | -29.1% | -39.9% |
| YTD | -44.9% | +72.0% | -116.9% | -53.6% |
| 1Y | -38.6% | +263.3% | -301.9% | -55.3% |
| 3Y | +4.0% | +173.3% | -169.3% | -25.5% |
| 5Y | +99.5% | +47.3% | +52.2% | +46.2% |
| 10Y | +604.7% | +1,495.2% | -890.5% | +226.2% |
| All | +139,157.4% | +12,032.5% | +127,125.0% | +53,238.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling