-4.7%
BN vs VICR
+76.0%
-80.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -11.1% | +17.2% | +6.6% |
| 7D | +12.0% | -26.6% | +38.6% | +13.8% |
| 30D | +17.0% | -47.9% | +65.0% | +21.5% |
| 3M | -3.2% | -29.8% | +26.5% | -2.3% |
| 6M | -3.9% | -36.6% | +32.8% | -5.4% |
| YTD | -5.6% | +45.1% | -50.7% | -24.9% |
| 1Y | -4.7% | +80.0% | -84.8% | -29.1% |
| All | -4.7% | +76.0% | -80.7% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling