+152.8%
BB vs VICR
+336.6%
-183.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -1.6% |
| 7D | +1.8% | +8.3% | -6.5% | 0.0% |
| 30D | +8.1% | -35.2% | +43.3% | +17.8% |
| 3M | -1.0% | -29.8% | +28.8% | +4.7% |
| 6M | +45.9% | -48.6% | +94.5% | +62.4% |
| YTD | +134.8% | +45.1% | +89.7% | +105.3% |
| 1Y | +104.6% | +79.6% | +25.0% | +70.0% |
| 3Y | +152.8% | +335.4% | -182.6% | +41.5% |
| All | +152.8% | +336.6% | -183.7% | +41.5% |
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