+75.8%
BND vs VICR
+1,873.3%
-1,797.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | -0.2% |
| 7D | -0.1% | +1.3% | -1.4% | -0.1% |
| 30D | -0.2% | -11.9% | +11.7% | -0.2% |
| 3M | -0.7% | -35.1% | +34.5% | -0.6% |
| 6M | -1.7% | +8.1% | -9.8% | -1.7% |
| YTD | -0.5% | +67.8% | -68.3% | -0.7% |
| 1Y | +0.4% | +267.3% | -266.9% | +0.1% |
| 3Y | +13.1% | +191.2% | -178.1% | +12.8% |
| 5Y | -2.1% | +48.1% | -50.2% | -2.6% |
| 10Y | +15.7% | +1,546.1% | -1,530.4% | +17.3% |
| All | +75.8% | +1,873.3% | -1,797.5% | +76.4% |
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