-33.4%
BAX vs VICR
+187.3%
-220.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +3.0% | -1.6% |
| 7D | -5.1% | +1.3% | -6.4% | -5.2% |
| 30D | -12.2% | -11.9% | -0.2% | -11.8% |
| 3M | +21.8% | -35.1% | +57.0% | +23.0% |
| 6M | +36.3% | +8.1% | +28.2% | +29.6% |
| YTD | +27.8% | +67.8% | -40.0% | +16.2% |
| 1Y | -0.1% | +267.3% | -267.4% | -16.4% |
| All | -33.4% | +187.3% | -220.7% | -46.5% |
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