+97.9%
BAC vs VICR
+336.6%
-238.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.2% |
| 7D | +3.2% | +8.3% | -5.0% | +2.6% |
| 30D | -0.7% | -35.2% | +34.5% | +1.7% |
| 3M | -20.0% | -29.8% | +9.8% | -18.9% |
| 6M | +3.4% | -48.6% | +52.0% | +5.9% |
| YTD | -5.7% | +45.1% | -50.9% | -14.8% |
| 1Y | -1.4% | +79.6% | -81.0% | -13.0% |
| 3Y | +97.9% | +335.4% | -237.5% | +41.0% |
| All | +97.9% | +336.6% | -238.7% | +41.0% |
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