-34.0%
BROS vs VICR
+293.8%
-327.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.2% | -10.1% | -0.2% |
| 7D | -5.8% | +5.0% | -10.7% | -6.3% |
| 30D | -14.0% | -12.5% | -1.5% | -13.0% |
| 3M | -32.5% | -33.6% | +1.1% | -30.6% |
| 6M | -14.9% | +10.7% | -25.6% | -21.4% |
| YTD | -28.3% | +80.6% | -108.9% | -37.0% |
| 1Y | -34.0% | +288.4% | -322.3% | -49.2% |
| All | -34.0% | +293.8% | -327.8% | -49.2% |
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