-0.3%
BA vs VICR
+201.6%
-201.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.0% |
| 7D | +2.5% | +9.8% | -7.4% | +1.4% |
| 30D | -10.1% | -12.6% | +2.5% | -9.0% |
| 3M | -2.4% | -29.7% | +27.3% | -0.1% |
| 6M | -8.8% | +18.8% | -27.7% | -14.2% |
| YTD | -2.9% | +76.4% | -79.3% | -14.1% |
| 1Y | -8.8% | +282.4% | -291.1% | -28.5% |
| 3Y | -0.3% | +206.2% | -206.4% | -25.3% |
| All | -0.3% | +201.6% | -201.9% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling