+152.1%
BTSG vs VICR
+272.1%
-120.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -1.9% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | -3.6% | -13.9% | +10.3% | -2.0% |
| 3M | +5.8% | -38.4% | +44.2% | +11.0% |
| 6M | +44.7% | -7.2% | +51.9% | +38.3% |
| YTD | +62.2% | +72.0% | -9.9% | +41.8% |
| 1Y | +152.1% | +263.3% | -111.2% | +95.6% |
| All | +152.1% | +272.1% | -120.0% | +95.6% |
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 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