+34.3%
BP vs VICR
+272.1%
-237.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -4.9% | +0.7% |
| 7D | +3.9% | +0.4% | +3.5% | +4.0% |
| 30D | +7.6% | -13.9% | +21.6% | +7.3% |
| 3M | +0.7% | -38.4% | +39.1% | 0.0% |
| 6M | +15.5% | -7.2% | +22.7% | +15.1% |
| YTD | +30.8% | +72.0% | -41.2% | +23.9% |
| 1Y | +34.3% | +263.3% | -229.0% | +21.5% |
| All | +34.3% | +272.1% | -237.8% | +21.5% |
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