+1,220.6%
BA vs VICR
+10,716.6%
-9,496.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | +0.1% |
| 7D | -1.4% | +5.7% | -7.1% | -2.5% |
| 30D | -7.9% | -35.2% | +27.3% | -3.1% |
| 3M | -25.2% | -20.3% | -4.9% | -24.8% |
| 6M | -26.7% | -46.3% | +19.6% | -23.5% |
| YTD | -19.6% | +53.4% | -73.0% | -30.7% |
| 1Y | -10.6% | +81.6% | -92.2% | -25.1% |
| 3Y | -11.2% | +360.5% | -371.8% | -40.0% |
| 5Y | -20.4% | +4.4% | -24.9% | -36.5% |
| 10Y | +26.8% | +1,055.3% | -1,028.6% | -32.7% |
| All | +1,220.6% | +10,716.6% | -9,496.0% | +315.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling