+1,137.3%
BR vs VICR
+1,871.3%
-734.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | +0.4% |
| 7D | -5.0% | +1.3% | -6.3% | -5.3% |
| 30D | -2.5% | -11.9% | +9.5% | -1.3% |
| 3M | +13.5% | -35.1% | +48.6% | +17.6% |
| 6M | -9.4% | +8.1% | -17.6% | -15.6% |
| YTD | -23.3% | +67.8% | -91.0% | -34.3% |
| 1Y | -31.6% | +267.3% | -298.9% | -49.3% |
| 3Y | -5.1% | +191.2% | -196.3% | -31.9% |
| 5Y | +8.2% | +48.1% | -39.9% | -20.0% |
| 10Y | +189.8% | +1,546.1% | -1,356.3% | +18.0% |
| All | +1,137.3% | +1,871.3% | -734.0% | +275.8% |
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 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