+1,674.3%
BAC vs VICR
+12,032.4%
-10,358.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.5% | -1.1% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | -0.4% | -13.9% | +13.5% | +1.9% |
| 3M | +16.9% | -38.4% | +55.3% | +24.8% |
| 6M | +26.6% | -7.2% | +33.8% | +20.4% |
| YTD | +15.8% | +72.0% | -56.2% | -3.8% |
| 1Y | +27.2% | +263.3% | -236.1% | -11.1% |
| 3Y | +132.4% | +173.3% | -40.9% | +58.8% |
| 5Y | +72.6% | +47.3% | +25.3% | +20.2% |
| 10Y | +389.7% | +1,495.2% | -1,105.4% | +83.1% |
| All | +1,674.3% | +12,032.4% | -10,358.2% | +307.3% |
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