+1,264.4%
BE vs VICR
+57.6%
+1,206.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +11.2% | -4.5% | +2.3% |
| 7D | +9.0% | +5.0% | +4.1% | +7.0% |
| 30D | +16.3% | -12.5% | +28.7% | +21.7% |
| 3M | +10.8% | -33.6% | +44.4% | +29.3% |
| 6M | +73.2% | +10.7% | +62.5% | +63.7% |
| YTD | +217.4% | +80.6% | +136.8% | +152.1% |
| 1Y | +309.8% | +288.4% | +21.4% | +144.1% |
| 3Y | +1,726.2% | +213.8% | +1,512.4% | +954.6% |
| All | +1,264.4% | +57.6% | +1,206.8% | +1,010.0% |
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