+20.4%
BTDR vs VICR
+57.6%
-37.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.2% | -7.4% | +1.0% |
| 7D | -3.4% | +5.0% | -8.4% | -4.6% |
| 30D | +32.6% | -12.5% | +45.1% | +36.3% |
| 3M | -32.2% | -33.6% | +1.4% | -26.1% |
| 6M | +52.4% | +10.7% | +41.7% | +45.5% |
| YTD | +6.7% | +80.6% | -73.9% | -8.6% |
| 1Y | -15.2% | +288.4% | -303.6% | -39.2% |
| 3Y | +14.9% | +213.8% | -198.9% | -20.2% |
| All | +20.4% | +57.6% | -37.2% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling