+23.3%
BTDR vs VICR
+70.1%
-46.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.9% | +2.2% | -1.5% |
| 7D | +14.8% | +1.3% | +13.5% | +14.4% |
| 30D | +41.8% | -11.9% | +53.7% | +45.6% |
| 3M | -29.2% | -35.1% | +6.0% | -22.1% |
| 6M | +66.2% | +8.1% | +58.0% | +60.1% |
| YTD | +10.0% | +67.8% | -57.8% | -4.0% |
| 1Y | -11.0% | +267.3% | -278.3% | -35.1% |
| 3Y | +6.9% | +191.2% | -184.3% | -24.2% |
| 5Y | +24.7% | +48.1% | -23.4% | -13.0% |
| All | +23.3% | +70.1% | -46.8% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling