+532.2%
BE vs VICR
-1.1%
+533.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.4% | -1.5% | -3.5% |
| 7D | +10.8% | +8.3% | +2.5% | +7.8% |
| 30D | -19.8% | -35.2% | +15.4% | -4.9% |
| 3M | -18.7% | -29.8% | +11.1% | -8.4% |
| 6M | -33.7% | -48.6% | +14.8% | -16.8% |
| YTD | +121.0% | +45.1% | +75.8% | +89.7% |
| 1Y | +85.4% | +79.6% | +5.9% | +48.4% |
| 3Y | +1,709.5% | +335.4% | +1,374.1% | +856.7% |
| All | +532.2% | -1.1% | +533.3% | +402.7% |
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