+17,060.3%
BN vs VICR
+12,339.4%
+4,721.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -2.9% |
| 7D | -1.2% | +9.8% | -11.0% | -2.5% |
| 30D | -10.9% | -12.6% | +1.7% | -9.7% |
| 3M | -11.1% | -29.7% | +18.6% | -8.4% |
| 6M | -4.4% | +18.8% | -23.2% | -10.2% |
| YTD | -14.1% | +76.4% | -90.5% | -24.3% |
| 1Y | -11.1% | +282.4% | -293.4% | -30.4% |
| 3Y | +75.6% | +206.2% | -130.6% | +35.7% |
| 5Y | +35.8% | +53.9% | -18.1% | +8.4% |
| 10Y | +261.6% | +1,572.3% | -1,310.7% | +102.3% |
| All | +17,060.3% | +12,339.4% | +4,721.0% | +6,414.8% |
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