+1,505.9%
BA vs VICR
+12,032.5%
-10,526.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | 0.0% |
| 7D | +1.2% | +0.4% | +0.7% | +1.0% |
| 30D | -11.6% | -13.9% | +2.3% | -9.9% |
| 3M | -2.4% | -38.4% | +36.0% | +3.2% |
| 6M | -6.6% | -7.2% | +0.6% | -9.6% |
| YTD | -2.2% | +72.0% | -74.3% | -15.0% |
| 1Y | -8.0% | +263.3% | -271.3% | -30.2% |
| 3Y | -5.0% | +173.3% | -178.3% | -28.8% |
| 5Y | -2.7% | +47.3% | -50.0% | -24.5% |
| 10Y | +75.9% | +1,495.2% | -1,419.3% | -8.6% |
| All | +1,505.9% | +12,032.5% | -10,526.6% | +409.8% |
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