+30.3%
BIL vs VICR
+1,644.4%
-1,614.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.4% | 0.0% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | +0.3% | -13.9% | +14.3% | +0.3% |
| 3M | +0.9% | -38.4% | +39.4% | +0.9% |
| 6M | +1.8% | -7.2% | +9.0% | +1.8% |
| YTD | +2.4% | +72.0% | -69.6% | +2.5% |
| 1Y | +3.7% | +263.3% | -259.6% | +3.8% |
| 3Y | +14.2% | +173.3% | -159.1% | +14.3% |
| 5Y | +19.4% | +47.3% | -27.9% | +19.5% |
| 10Y | +25.2% | +1,495.2% | -1,470.0% | +25.7% |
| All | +30.3% | +1,644.4% | -1,614.1% | +31.2% |
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