+71.4%
BTI vs VICR
+1,679.8%
-1,608.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.2% | -10.5% | +0.1% |
| 7D | -0.2% | +5.0% | -5.2% | -0.5% |
| 30D | -1.1% | -12.5% | +11.4% | -0.6% |
| 3M | -8.8% | -33.6% | +24.8% | -7.5% |
| 6M | -4.0% | +10.7% | -14.6% | -6.6% |
| YTD | +0.4% | +80.6% | -80.2% | -5.6% |
| 1Y | +1.9% | +288.4% | -286.4% | -9.1% |
| 3Y | +108.5% | +213.8% | -105.3% | +82.9% |
| 5Y | +118.5% | +58.8% | +59.7% | +96.1% |
| All | +71.4% | +1,679.8% | -1,608.3% | +10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling