+74.6%
BA vs VICR
+1,508.7%
-1,434.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.8% | -1.1% |
| 7D | -1.2% | +1.3% | -2.4% | -1.5% |
| 30D | -11.3% | -11.9% | +0.6% | -9.6% |
| 3M | -3.8% | -35.1% | +31.4% | +2.1% |
| 6M | -8.3% | +8.1% | -16.4% | -15.2% |
| YTD | -4.9% | +67.8% | -72.7% | -21.4% |
| 1Y | -10.1% | +267.3% | -277.4% | -38.9% |
| 3Y | -2.3% | +191.2% | -193.5% | -35.9% |
| 5Y | -3.5% | +48.1% | -51.6% | -32.4% |
| 10Y | +74.6% | +1,546.1% | -1,471.6% | -31.0% |
| All | +74.6% | +1,508.7% | -1,434.1% | -31.0% |
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