+9,560.1%
BNY vs VICR
+12,634.7%
-3,074.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.2% | -11.1% | -1.8% |
| 7D | -1.3% | +5.0% | -6.3% | -2.3% |
| 30D | -0.2% | -12.5% | +12.3% | +1.5% |
| 3M | +14.9% | -33.6% | +48.5% | +20.3% |
| 6M | +40.0% | +10.7% | +29.3% | +31.0% |
| YTD | +42.0% | +80.6% | -38.6% | +20.9% |
| 1Y | +56.9% | +288.4% | -231.5% | +15.3% |
| 3Y | +289.9% | +213.8% | +76.1% | +176.7% |
| 5Y | +259.2% | +58.8% | +200.3% | +162.8% |
| 10Y | +413.3% | +1,671.8% | -1,258.5% | +119.1% |
| All | +9,560.1% | +12,634.7% | -3,074.6% | +2,383.6% |
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