-34.8%
BROS vs VICR
+272.1%
-306.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.7% | +0.1% |
| 7D | -6.7% | +0.4% | -7.1% | -6.7% |
| 30D | -29.1% | -13.9% | -15.1% | -28.1% |
| 3M | -16.7% | -38.4% | +21.7% | -13.5% |
| 6M | -11.6% | -7.2% | -4.4% | -17.0% |
| YTD | -23.9% | +72.0% | -95.9% | -33.1% |
| 1Y | -34.8% | +263.3% | -298.1% | -50.7% |
| All | -34.8% | +272.1% | -306.9% | -50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling