-2.2%
BAH vs VICR
+47.2%
-49.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | +0.2% |
| 7D | -1.3% | +1.3% | -2.6% | -1.3% |
| 30D | -6.6% | -11.9% | +5.3% | -6.6% |
| 3M | -7.2% | -35.1% | +28.0% | -7.0% |
| 6M | -10.0% | +8.1% | -18.1% | -11.9% |
| YTD | -12.5% | +67.8% | -80.2% | -16.5% |
| 1Y | -27.9% | +267.3% | -295.2% | -34.0% |
| 3Y | -31.4% | +191.2% | -222.6% | -37.6% |
| All | -2.2% | +47.2% | -49.5% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling