-5.9%
BR vs VICR
+209.3%
-215.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.2% | -11.5% | -0.2% |
| 7D | -3.0% | +5.0% | -7.9% | -2.9% |
| 30D | -0.3% | -12.5% | +12.2% | -0.3% |
| 3M | +17.3% | -33.6% | +50.9% | +17.2% |
| 6M | -6.7% | +10.7% | -17.4% | -8.7% |
| YTD | -23.4% | +80.6% | -104.0% | -27.3% |
| 1Y | -32.7% | +288.4% | -321.0% | -39.5% |
| 3Y | -5.9% | +213.8% | -219.7% | -15.2% |
| All | -5.9% | +209.3% | -215.2% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling