+476.4%
BHP vs VICR
+1,679.8%
-1,203.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.4% | -1.9% |
| 7D | -3.6% | +5.0% | -8.6% | -4.4% |
| 30D | -1.2% | -12.5% | +11.3% | +0.3% |
| 3M | +1.2% | -33.6% | +34.8% | +5.8% |
| 6M | +21.4% | +10.7% | +10.7% | +15.4% |
| YTD | +50.4% | +80.6% | -30.2% | +31.9% |
| 1Y | +67.5% | +288.4% | -220.9% | +29.2% |
| 3Y | +72.8% | +213.8% | -141.0% | +29.5% |
| 5Y | +112.6% | +58.8% | +53.8% | +65.0% |
| All | +476.4% | +1,679.8% | -1,203.3% | +162.1% |
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