-67.0%
BAX vs VICR
+42.6%
-109.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.7% |
| 7D | -5.4% | -0.4% | -5.0% | -5.4% |
| 30D | -12.4% | -15.6% | +3.2% | -11.8% |
| 3M | +19.1% | -35.4% | +54.5% | +20.6% |
| 6M | +38.6% | +1.3% | +37.3% | +34.1% |
| YTD | +26.7% | +62.5% | -35.7% | +17.8% |
| 1Y | +1.0% | +255.5% | -254.4% | -12.1% |
| 3Y | -33.9% | +182.0% | -215.9% | -43.4% |
| 5Y | -67.0% | +42.9% | -109.9% | -72.6% |
| All | -67.0% | +42.6% | -109.6% | -72.6% |
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 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