-1.4%
BAC vs VICR
+70.3%
-71.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.1% |
| 7D | +3.2% | +8.3% | -5.0% | +3.0% |
| 30D | -0.7% | -35.2% | +34.5% | +0.3% |
| 3M | -20.0% | -29.8% | +9.8% | -19.5% |
| 6M | +3.4% | -48.6% | +52.0% | +4.3% |
| YTD | -5.7% | +45.1% | -50.9% | -16.3% |
| 1Y | -1.4% | +79.6% | -81.0% | -15.9% |
| All | -1.4% | +70.3% | -71.7% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling