-27.5%
BAH vs VICR
+336.6%
-364.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.2% | -0.3% |
| 7D | +1.7% | +8.3% | -6.6% | +1.9% |
| 30D | +20.8% | -35.2% | +56.0% | +19.8% |
| 3M | +11.6% | -29.8% | +41.4% | +11.0% |
| 6M | +23.1% | -48.6% | +71.7% | +22.1% |
| YTD | +5.3% | +45.1% | -39.9% | -0.9% |
| 1Y | +6.1% | +79.6% | -73.4% | -1.4% |
| 3Y | -27.5% | +335.4% | -362.9% | -39.1% |
| All | -27.5% | +336.6% | -364.1% | -39.1% |
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