+120.2%
BKR vs VICR
+1,679.8%
-1,559.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.2% | -11.7% | -2.1% |
| 7D | -7.0% | +5.0% | -12.0% | -7.7% |
| 30D | -8.1% | -12.5% | +4.4% | -6.8% |
| 3M | -6.6% | -33.6% | +27.0% | -2.8% |
| 6M | +0.9% | +10.7% | -9.8% | -4.7% |
| YTD | +31.1% | +80.6% | -49.5% | +14.2% |
| 1Y | +27.7% | +288.4% | -260.7% | -2.0% |
| 3Y | +71.2% | +213.8% | -142.6% | +28.9% |
| 5Y | +177.6% | +58.8% | +118.8% | +116.4% |
| All | +120.2% | +1,679.8% | -1,559.6% | +4.7% |
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