+87.6%
BB vs VICR
+76.0%
+11.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -11.1% | +18.1% | +9.4% |
| 7D | -6.8% | -26.6% | +19.8% | -0.5% |
| 30D | -3.5% | -47.9% | +44.4% | +9.7% |
| 3M | -1.2% | -29.8% | +28.5% | +4.5% |
| 6M | +57.0% | -36.6% | +93.6% | +70.5% |
| YTD | +131.1% | +45.1% | +86.0% | +130.6% |
| 1Y | +87.6% | +80.0% | +7.6% | +80.0% |
| All | +87.6% | +76.0% | +11.6% | +80.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling