+19.7%
BROS vs VICR
+56.5%
-36.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.2% | -10.1% | -1.3% |
| 7D | -5.8% | +5.0% | -10.7% | -6.8% |
| 30D | -14.0% | -12.5% | -1.5% | -12.1% |
| 3M | -32.5% | -33.6% | +1.1% | -28.6% |
| 6M | -14.9% | +10.7% | -25.6% | -22.7% |
| YTD | -28.3% | +80.6% | -108.9% | -42.9% |
| 1Y | -34.0% | +288.4% | -322.3% | -57.6% |
| 3Y | +63.0% | +213.8% | -150.8% | +1.9% |
| All | +19.7% | +56.5% | -36.8% | -6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling