+1,432.7%
BP vs VICR
+10,134.2%
-8,701.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.2% |
| 7D | +3.8% | +8.3% | -4.5% | +2.9% |
| 30D | -5.3% | -35.2% | +29.9% | -2.0% |
| 3M | +9.3% | -29.8% | +39.1% | +11.2% |
| 6M | +7.2% | -48.6% | +55.8% | +10.5% |
| YTD | +38.0% | +45.1% | -7.1% | +25.0% |
| 1Y | +33.2% | +79.6% | -46.4% | +17.8% |
| 3Y | +50.3% | +335.4% | -285.1% | +15.3% |
| 5Y | +114.1% | -1.0% | +115.1% | +81.5% |
| 10Y | +140.7% | +993.1% | -852.4% | +47.1% |
| All | +1,432.7% | +10,134.2% | -8,701.6% | +605.0% |
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