+19.4%
BRO vs VICR
+57.6%
-38.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.4% | -0.3% |
| 7D | -7.3% | +5.0% | -12.3% | -7.4% |
| 30D | -6.9% | -12.5% | +5.6% | -6.8% |
| 3M | +10.7% | -33.6% | +44.3% | +10.9% |
| 6M | -2.7% | +10.7% | -13.4% | -4.9% |
| YTD | -16.3% | +80.6% | -96.9% | -20.3% |
| 1Y | -29.1% | +288.4% | -317.4% | -35.3% |
| 3Y | -7.8% | +213.8% | -221.6% | -16.8% |
| All | +19.4% | +57.6% | -38.3% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling