+308.9%
BB vs VICR
+1,835.0%
-1,526.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +1.5% |
| 7D | +0.5% | +9.8% | -9.3% | -2.2% |
| 30D | -12.4% | -12.6% | +0.2% | -9.4% |
| 3M | -15.3% | -29.7% | +14.4% | -7.7% |
| 6M | +128.8% | +18.8% | +109.9% | +105.6% |
| YTD | +107.7% | +76.4% | +31.3% | +63.0% |
| 1Y | +103.9% | +282.4% | -178.5% | +23.6% |
| 3Y | +72.6% | +206.2% | -133.6% | +1.0% |
| 5Y | -24.3% | +53.9% | -78.2% | -52.1% |
| 10Y | +3.1% | +1,572.3% | -1,569.2% | -73.2% |
| All | +308.9% | +1,835.0% | -1,526.1% | -17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling