+3.1%
BTDR vs VICR
+272.1%
-269.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.5% | -1.5% | +2.1% |
| 7D | +20.0% | +0.4% | +19.5% | +19.8% |
| 30D | +11.9% | -13.9% | +25.9% | +17.2% |
| 3M | -36.9% | -38.4% | +1.5% | -28.2% |
| 6M | +56.5% | -7.2% | +63.7% | +51.5% |
| YTD | +10.4% | +72.0% | -61.6% | -5.4% |
| 1Y | +3.1% | +263.3% | -260.2% | -27.9% |
| All | +3.1% | +272.1% | -269.0% | -27.9% |
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