-13.2%
BRKR vs VICR
+209.3%
-222.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.4% | -1.7% |
| 7D | -8.7% | +5.0% | -13.6% | -9.3% |
| 30D | -9.9% | -12.5% | +2.6% | -8.6% |
| 3M | -3.1% | -33.6% | +30.5% | +0.5% |
| 6M | +45.5% | +10.7% | +34.8% | +36.1% |
| YTD | +13.7% | +80.6% | -66.9% | -2.5% |
| 1Y | +67.4% | +288.4% | -220.9% | +25.6% |
| 3Y | -13.2% | +213.8% | -227.0% | -37.5% |
| All | -13.2% | +209.3% | -222.5% | -37.5% |
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