+48.5%
BB vs VICR
+187.3%
-138.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -0.5% |
| 7D | +1.8% | +1.3% | +0.6% | +1.5% |
| 30D | -12.2% | -11.9% | -0.3% | -10.1% |
| 3M | -12.3% | -35.1% | +22.8% | -4.7% |
| 6M | +122.7% | +8.1% | +114.6% | +114.2% |
| YTD | +104.5% | +67.8% | +36.7% | +77.2% |
| 1Y | +106.7% | +267.3% | -160.6% | +46.2% |
| All | +48.5% | +187.3% | -138.9% | -11.9% |
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