+112.8%
BP vs VICR
-1.1%
+113.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.0% |
| 7D | +3.8% | +8.3% | -4.5% | +3.6% |
| 30D | -5.3% | -35.2% | +29.9% | -4.4% |
| 3M | +9.3% | -29.8% | +39.1% | +9.8% |
| 6M | +7.2% | -48.6% | +55.8% | +8.3% |
| YTD | +38.0% | +45.1% | -7.1% | +31.3% |
| 1Y | +33.2% | +79.6% | -46.4% | +25.2% |
| 3Y | +50.3% | +335.4% | -285.1% | +32.4% |
| All | +112.8% | -1.1% | +113.8% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling