-33.1%
BAX vs VICR
+978.3%
-1,011.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.5% |
| 7D | +0.1% | +8.3% | -8.2% | -0.5% |
| 30D | +4.1% | -35.2% | +39.2% | +6.8% |
| 3M | -4.5% | -29.8% | +25.3% | -3.3% |
| 6M | +49.2% | -48.6% | +97.8% | +52.6% |
| YTD | +35.2% | +45.1% | -9.9% | +23.4% |
| 1Y | +38.3% | +79.6% | -41.3% | +23.5% |
| 3Y | -19.0% | +335.4% | -354.4% | -36.4% |
| 5Y | -64.2% | -1.0% | -63.2% | -68.8% |
| All | -33.1% | +978.3% | -1,011.4% | -57.8% |
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