+356.5%
BLDR vs VICR
+1,481.7%
-1,125.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +3.0% | -0.2% |
| 7D | -2.7% | +1.3% | -4.0% | -3.2% |
| 30D | -14.7% | -11.9% | -2.8% | -12.1% |
| 3M | -20.8% | -35.1% | +14.3% | -12.5% |
| 6M | -35.3% | +8.1% | -43.5% | -44.3% |
| YTD | -40.3% | +67.8% | -108.1% | -57.7% |
| 1Y | -56.3% | +267.3% | -323.6% | -78.1% |
| 3Y | -56.1% | +191.2% | -247.3% | -79.6% |
| 5Y | +12.9% | +48.1% | -35.2% | -44.1% |
| 10Y | +386.5% | +1,546.1% | -1,159.7% | -40.5% |
| All | +356.5% | +1,481.7% | -1,125.2% | -63.7% |
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 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