+1,008.9%
BE vs VICR
+248.6%
+760.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.5% | +7.1% | +8.6% |
| 7D | +29.8% | +9.8% | +19.9% | +24.8% |
| 30D | +26.4% | -12.6% | +39.0% | +33.1% |
| 3M | +9.3% | -29.7% | +39.0% | +26.7% |
| 6M | +105.1% | +18.8% | +86.2% | +86.0% |
| YTD | +219.0% | +76.4% | +142.7% | +145.0% |
| 1Y | +418.8% | +282.4% | +136.4% | +182.7% |
| 3Y | +1,784.6% | +206.2% | +1,578.4% | +890.2% |
| 5Y | +1,251.0% | +53.9% | +1,197.1% | +736.2% |
| All | +1,008.9% | +248.6% | +760.2% | +283.8% |
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 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