+40.6%
BP vs VICR
+293.8%
-253.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.2% | -11.1% | +0.3% |
| 7D | +5.2% | +5.0% | +0.3% | +5.4% |
| 30D | +8.7% | -12.5% | +21.2% | +8.5% |
| 3M | +9.3% | -33.6% | +42.9% | +8.7% |
| 6M | +13.6% | +10.7% | +2.9% | +12.7% |
| YTD | +37.7% | +80.6% | -42.9% | +30.4% |
| 1Y | +40.6% | +288.4% | -247.7% | +26.8% |
| All | +40.6% | +293.8% | -253.1% | +26.8% |
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