-27.6%
BB vs VICR
+42.6%
-70.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -2.0% |
| 7D | -2.1% | -0.4% | -1.7% | -2.0% |
| 30D | -16.0% | -15.6% | -0.5% | -13.0% |
| 3M | -14.5% | -35.4% | +20.9% | -6.4% |
| 6M | +118.6% | +1.3% | +117.3% | +110.2% |
| YTD | +98.9% | +62.5% | +36.5% | +68.9% |
| 1Y | +99.5% | +255.5% | -156.0% | +36.6% |
| 3Y | +65.4% | +182.0% | -116.6% | +10.0% |
| 5Y | -27.6% | +42.9% | -70.5% | -48.6% |
| All | -27.6% | +42.6% | -70.2% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling