+134.1%
BP vs VICR
+1,679.8%
-1,545.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.2% | -11.1% | -0.8% |
| 7D | +5.2% | +5.0% | +0.3% | +4.8% |
| 30D | +8.7% | -12.5% | +21.2% | +9.6% |
| 3M | +9.3% | -33.6% | +42.9% | +11.7% |
| 6M | +13.6% | +10.7% | +2.9% | +8.8% |
| YTD | +37.7% | +80.6% | -42.9% | +24.6% |
| 1Y | +40.6% | +288.4% | -247.7% | +16.7% |
| 3Y | +40.3% | +213.8% | -173.5% | +14.1% |
| 5Y | +141.4% | +58.8% | +82.6% | +101.5% |
| All | +134.1% | +1,679.8% | -1,545.6% | +28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling