-57.5%
BLDR vs VICR
+209.3%
-266.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.2% | -8.8% | +0.7% |
| 7D | -8.2% | +5.0% | -13.2% | -9.0% |
| 30D | -16.6% | -12.5% | -4.2% | -15.5% |
| 3M | -23.2% | -33.6% | +10.4% | -19.9% |
| 6M | -33.7% | +10.7% | -44.4% | -38.2% |
| YTD | -41.3% | +80.6% | -121.9% | -50.3% |
| 1Y | -58.8% | +288.4% | -347.2% | -70.1% |
| 3Y | -57.5% | +213.8% | -271.2% | -68.0% |
| All | -57.5% | +209.3% | -266.7% | -68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling