-68.4%
BBWI vs VICR
+47.2%
-115.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.9% | -1.4% | -5.5% |
| 7D | -4.4% | +1.3% | -5.7% | -4.6% |
| 30D | -7.4% | -11.9% | +4.6% | -6.0% |
| 3M | -2.2% | -35.1% | +32.9% | +2.7% |
| 6M | -16.3% | +8.1% | -24.4% | -22.1% |
| YTD | -9.1% | +67.8% | -76.9% | -23.4% |
| 1Y | -34.5% | +267.3% | -301.8% | -53.6% |
| 3Y | -47.0% | +191.2% | -238.2% | -63.2% |
| All | -68.4% | +47.2% | -115.7% | -76.9% |
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 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