+0.9%
BB vs VICR
+1,679.8%
-1,678.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.2% | -9.4% | -0.9% |
| 7D | -0.4% | +5.0% | -5.4% | -1.7% |
| 30D | -12.5% | -12.5% | -0.1% | -10.1% |
| 3M | -17.4% | -33.6% | +16.2% | -10.1% |
| 6M | +119.1% | +10.7% | +108.5% | +104.9% |
| YTD | +102.4% | +80.6% | +21.8% | +65.1% |
| 1Y | +98.2% | +288.4% | -190.2% | +30.1% |
| 3Y | +46.9% | +213.8% | -166.9% | -6.5% |
| 5Y | -26.4% | +58.8% | -85.2% | -49.7% |
| All | +0.9% | +1,679.8% | -1,678.8% | -59.7% |
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