+136.4%
BAC vs VICR
+201.6%
-65.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.6% |
| 7D | +1.2% | +9.8% | -8.7% | +0.4% |
| 30D | -0.7% | -12.6% | +11.9% | +0.1% |
| 3M | +16.9% | -29.7% | +46.6% | +18.8% |
| 6M | +29.6% | +18.8% | +10.8% | +23.0% |
| YTD | +15.3% | +76.4% | -61.1% | +4.4% |
| 1Y | +28.8% | +282.4% | -253.5% | +5.9% |
| 3Y | +136.4% | +206.2% | -69.8% | +92.0% |
| All | +136.4% | +201.6% | -65.2% | +92.0% |
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