+866.4%
BAX vs VICR
+12,339.4%
-11,473.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.5% | -6.3% | -4.0% |
| 7D | -2.4% | +9.8% | -12.3% | -3.2% |
| 30D | -9.7% | -12.6% | +2.9% | -9.0% |
| 3M | +29.3% | -29.7% | +59.0% | +31.2% |
| 6M | +40.7% | +18.8% | +21.8% | +35.1% |
| YTD | +30.3% | +76.4% | -46.1% | +20.5% |
| 1Y | +3.4% | +282.4% | -279.0% | -11.0% |
| 3Y | -32.0% | +206.2% | -238.2% | -42.2% |
| 5Y | -66.9% | +53.9% | -120.8% | -71.4% |
| 10Y | -37.1% | +1,572.3% | -1,609.4% | -57.2% |
| All | +866.4% | +12,339.4% | -11,473.0% | +383.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling