+22.6%
BROS vs VICR
+45.4%
-22.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | -1.0% |
| 7D | -6.6% | +1.3% | -7.8% | -6.9% |
| 30D | -12.3% | -11.9% | -0.4% | -10.5% |
| 3M | -22.2% | -35.1% | +12.9% | -17.2% |
| 6M | -14.3% | +8.1% | -22.4% | -21.8% |
| YTD | -26.6% | +67.8% | -94.3% | -40.6% |
| 1Y | -31.5% | +267.3% | -298.8% | -55.5% |
| 3Y | +62.3% | +191.2% | -129.0% | +3.2% |
| All | +22.6% | +45.4% | -22.8% | -2.1% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling