+44,217.7%
BBY vs VICR
+11,356.8%
+32,860.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.2% | +0.6% |
| 7D | +0.7% | -0.4% | +1.1% | +0.7% |
| 30D | +5.8% | -15.6% | +21.3% | +8.4% |
| 3M | +18.0% | -35.4% | +53.4% | +24.4% |
| 6M | +39.8% | +1.3% | +38.6% | +30.8% |
| YTD | +35.4% | +62.5% | -27.1% | +13.8% |
| 1Y | +21.4% | +255.5% | -234.1% | -13.8% |
| 3Y | +39.5% | +182.0% | -142.5% | -3.7% |
| 5Y | -0.5% | +42.9% | -43.4% | -28.7% |
| 10Y | +240.0% | +1,494.0% | -1,254.0% | +36.9% |
| All | +44,217.7% | +11,356.8% | +32,860.9% | +6,762.3% |
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