+149.5%
BRKR vs VICR
+1,679.8%
-1,530.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.4% | -2.1% |
| 7D | -8.7% | +5.0% | -13.6% | -9.5% |
| 30D | -9.9% | -12.5% | +2.6% | -8.3% |
| 3M | -3.1% | -33.6% | +30.5% | +1.3% |
| 6M | +45.5% | +10.7% | +34.8% | +35.8% |
| YTD | +13.7% | +80.6% | -66.9% | -3.6% |
| 1Y | +67.4% | +288.4% | -220.9% | +22.2% |
| 3Y | -13.2% | +213.8% | -227.0% | -38.5% |
| 5Y | -39.5% | +58.8% | -98.3% | -55.1% |
| All | +149.5% | +1,679.8% | -1,530.3% | +23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling