-22.1%
BA vs VICR
-6.0%
-16.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.7% | -8.2% | -0.7% |
| 7D | +1.1% | -23.1% | +24.2% | +4.4% |
| 30D | -7.9% | -48.1% | +40.1% | -0.2% |
| 3M | -25.3% | -32.8% | +7.5% | -23.1% |
| 6M | -24.6% | -47.6% | +23.0% | -21.6% |
| YTD | -20.1% | +34.0% | -54.2% | -31.2% |
| 1Y | -11.8% | +65.0% | -76.8% | -26.9% |
| 3Y | -10.1% | +277.1% | -287.2% | -41.7% |
| All | -22.1% | -6.0% | -16.2% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling