+98.2%
BB vs VICR
+293.8%
-195.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.2% | -9.4% | -0.2% |
| 7D | -0.4% | +5.0% | -5.4% | -1.3% |
| 30D | -12.5% | -12.5% | -0.1% | -10.8% |
| 3M | -17.4% | -33.6% | +16.2% | -12.5% |
| 6M | +119.1% | +10.7% | +108.5% | +122.0% |
| YTD | +102.4% | +80.6% | +21.8% | +101.5% |
| 1Y | +98.2% | +288.4% | -190.2% | +87.1% |
| All | +98.2% | +293.8% | -195.6% | +87.1% |
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