+883.7%
BAH vs VICR
+1,055.9%
-172.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.5% | -6.9% | -1.9% |
| 7D | -3.2% | +0.4% | -3.7% | -3.3% |
| 30D | +2.0% | -13.9% | +15.9% | +2.9% |
| 3M | -7.6% | -38.4% | +30.8% | -5.4% |
| 6M | -5.7% | -7.2% | +1.5% | -8.5% |
| YTD | -11.7% | +72.0% | -83.8% | -20.0% |
| 1Y | -27.4% | +263.3% | -290.7% | -39.6% |
| 3Y | -32.5% | +173.3% | -205.8% | -44.5% |
| 5Y | -3.3% | +47.3% | -50.6% | -19.1% |
| 10Y | +186.0% | +1,495.2% | -1,309.2% | +55.0% |
| All | +883.7% | +1,055.9% | -172.2% | +443.7% |
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