+214.8%
B vs VICR
+978.3%
-763.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.8% | -0.4% |
| 7D | -7.3% | +8.3% | -15.6% | -7.8% |
| 30D | -3.3% | -35.2% | +31.8% | -1.0% |
| 3M | -7.8% | -29.8% | +22.1% | -6.5% |
| 6M | -15.5% | -48.6% | +33.0% | -13.4% |
| YTD | -12.3% | +45.1% | -57.4% | -15.2% |
| 1Y | +5.4% | +79.6% | -74.2% | +0.8% |
| 3Y | +165.5% | +335.4% | -169.9% | +139.8% |
| 5Y | +107.0% | -1.0% | +108.1% | +92.4% |
| All | +214.8% | +978.3% | -763.5% | +203.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling