-29.6%
BR vs VICR
+272.1%
-301.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.5% | -8.8% | -2.9% |
| 7D | -5.3% | +0.4% | -5.7% | -5.2% |
| 30D | +6.4% | -13.9% | +20.4% | +5.4% |
| 3M | +13.6% | -38.4% | +52.0% | +10.8% |
| 6M | -6.7% | -7.2% | +0.5% | -7.1% |
| YTD | -21.1% | +72.0% | -93.1% | -20.6% |
| 1Y | -29.6% | +263.3% | -292.9% | -28.9% |
| All | -29.6% | +272.1% | -301.7% | -28.9% |
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 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