+24,828.5%
BRO vs VICR
+12,634.7%
+12,193.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.4% | -1.1% |
| 7D | -7.3% | +5.0% | -12.3% | -7.7% |
| 30D | -6.9% | -12.5% | +5.6% | -6.2% |
| 3M | +10.7% | -33.6% | +44.3% | +12.7% |
| 6M | -2.7% | +10.7% | -13.4% | -6.9% |
| YTD | -16.3% | +80.6% | -96.9% | -23.9% |
| 1Y | -29.1% | +288.4% | -317.4% | -40.5% |
| 3Y | -7.8% | +213.8% | -221.6% | -24.2% |
| 5Y | +18.7% | +58.8% | -40.1% | -0.8% |
| 10Y | +291.9% | +1,671.8% | -1,379.9% | +148.0% |
| All | +24,828.5% | +12,634.7% | +12,193.8% | +11,647.8% |
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