+32.4%
BN vs VICR
+57.6%
-25.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.2% | -10.7% | -1.3% |
| 7D | -5.2% | +5.0% | -10.1% | -6.0% |
| 30D | -14.5% | -12.5% | -2.0% | -13.1% |
| 3M | -15.0% | -33.6% | +18.6% | -11.3% |
| 6M | -5.4% | +10.7% | -16.1% | -12.3% |
| YTD | -16.4% | +80.6% | -97.0% | -29.9% |
| 1Y | -16.2% | +288.4% | -304.6% | -40.0% |
| 3Y | +67.5% | +213.8% | -146.3% | +16.9% |
| All | +32.4% | +57.6% | -25.2% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling