+109,043.1%
FICO vs VICR
+10,303.5%
+98,739.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | +0.9% | -9.7% | +10.5% | +2.0% |
| 30D | +9.4% | -39.2% | +48.7% | +15.7% |
| 3M | -30.4% | -22.6% | -7.8% | -30.3% |
| 6M | -35.1% | -37.0% | +1.8% | -35.6% |
| YTD | -56.8% | +47.5% | -104.3% | -63.9% |
| 1Y | -58.4% | +75.0% | -133.4% | -66.3% |
| 3Y | -26.7% | +343.0% | -369.7% | -52.9% |
| 5Y | +88.0% | +3.9% | +84.1% | +41.7% |
| 10Y | +545.7% | +1,034.6% | -488.9% | +206.4% |
| All | +109,043.1% | +10,303.5% | +98,739.7% | +41,410.5% |
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