+246.5%
BBY vs VICR
+1,679.8%
-1,433.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +11.2% | -8.1% | +1.4% |
| 7D | +0.6% | +5.0% | -4.4% | -0.2% |
| 30D | +9.4% | -12.5% | +21.9% | +11.0% |
| 3M | +19.3% | -33.6% | +52.9% | +24.1% |
| 6M | +47.9% | +10.7% | +37.2% | +37.4% |
| YTD | +39.6% | +80.6% | -41.0% | +17.2% |
| 1Y | +22.2% | +288.4% | -266.2% | -12.2% |
| 3Y | +45.0% | +213.8% | -168.8% | +1.2% |
| 5Y | +2.6% | +58.8% | -56.3% | -25.0% |
| All | +246.5% | +1,679.8% | -1,433.2% | +57.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling