-7.8%
BRO vs VICR
+209.3%
-217.1%
-55.8%
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% | +0.2% |
| 7D | -7.3% | +5.0% | -12.3% | -7.1% |
| 30D | -6.9% | -12.5% | +5.6% | -7.2% |
| 3M | +10.7% | -33.6% | +44.3% | +9.8% |
| 6M | -2.7% | +10.7% | -13.4% | -3.9% |
| YTD | -16.3% | +80.6% | -96.9% | -18.1% |
| 1Y | -29.1% | +288.4% | -317.4% | -31.7% |
| 3Y | -7.8% | +213.8% | -221.6% | -9.2% |
| All | -7.8% | +209.3% | -217.1% | -9.2% |
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