+58.9%
BNY vs VICR
+272.1%
-213.2%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | 0.0% |
| 7D | +1.4% | +0.4% | +1.0% | +1.4% |
| 30D | +3.8% | -13.9% | +17.8% | +4.7% |
| 3M | +14.9% | -38.4% | +53.3% | +17.2% |
| 6M | +40.3% | -7.2% | +47.5% | +37.2% |
| YTD | +43.8% | +72.0% | -28.3% | +35.7% |
| 1Y | +58.9% | +263.3% | -204.4% | +45.8% |
| All | +58.9% | +272.1% | -213.2% | +45.8% |
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 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