+201.7%
BAH vs VICR
+1,501.2%
-1,299.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -3.2% | +8.0% | +5.0% |
| 7D | +2.4% | -0.4% | +2.8% | +2.4% |
| 30D | -2.9% | -15.6% | +12.6% | -2.3% |
| 3M | -1.3% | -35.4% | +34.0% | -0.1% |
| 6M | -0.9% | +1.3% | -2.2% | -3.9% |
| YTD | -8.2% | +62.5% | -70.7% | -14.9% |
| 1Y | -24.0% | +255.5% | -279.4% | -34.3% |
| 3Y | -28.1% | +182.0% | -210.1% | -38.7% |
| 5Y | +2.5% | +42.9% | -40.4% | -10.4% |
| All | +201.7% | +1,501.2% | -1,299.5% | +87.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling