+23.4%
BA vs VICR
+1,016.5%
-993.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.3% |
| 7D | -0.6% | +21.9% | -22.5% | -4.3% |
| 30D | -8.0% | -38.4% | +30.4% | -1.3% |
| 3M | -25.8% | -27.2% | +1.4% | -24.1% |
| 6M | -27.6% | -43.7% | +16.1% | -24.5% |
| YTD | -21.0% | +50.3% | -71.3% | -35.5% |
| 1Y | -12.3% | +74.6% | -86.8% | -30.8% |
| 3Y | -12.8% | +351.2% | -364.0% | -49.9% |
| 5Y | -22.4% | +2.5% | -24.9% | -42.2% |
| All | +23.4% | +1,016.5% | -993.2% | -44.7% |
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