+14.9%
BTDR vs VICR
+209.3%
-194.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.2% | -7.4% | -0.8% |
| 7D | -3.4% | +5.0% | -8.4% | -5.4% |
| 30D | +32.6% | -12.5% | +45.1% | +38.5% |
| 3M | -32.2% | -33.6% | +1.4% | -22.3% |
| 6M | +52.4% | +10.7% | +41.7% | +35.5% |
| YTD | +6.7% | +80.6% | -73.9% | -24.2% |
| 1Y | -15.2% | +288.4% | -303.6% | -59.2% |
| 3Y | +14.9% | +213.8% | -198.9% | -58.6% |
| All | +14.9% | +209.3% | -194.4% | -58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling