+795.1%
BKNG vs VICR
+1,457.2%
-662.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.2% |
| 7D | -10.7% | -0.4% | -10.3% | -10.7% |
| 30D | -18.1% | -15.6% | -2.5% | -15.7% |
| 3M | +8.5% | -35.4% | +43.9% | +14.9% |
| 6M | -0.1% | +1.3% | -1.3% | -8.7% |
| YTD | -18.2% | +62.5% | -80.7% | -34.4% |
| 1Y | -19.9% | +255.5% | -275.3% | -48.1% |
| 3Y | +41.6% | +182.0% | -140.4% | -12.2% |
| 5Y | +93.1% | +42.9% | +50.2% | +25.1% |
| 10Y | +214.8% | +1,494.0% | -1,279.2% | -8.1% |
| All | +795.1% | +1,457.2% | -662.1% | +21.2% |
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