+433.9%
BTSG vs VICR
+429.5%
+4.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.2% | -9.7% | -0.4% |
| 7D | -3.3% | +5.0% | -8.3% | -4.1% |
| 30D | -1.6% | -12.5% | +10.9% | +0.1% |
| 3M | -6.9% | -33.6% | +26.7% | -2.4% |
| 6M | +42.1% | +10.7% | +31.4% | +32.5% |
| YTD | +56.8% | +80.6% | -23.8% | +32.0% |
| 1Y | +109.8% | +288.4% | -178.5% | +50.5% |
| All | +433.9% | +429.5% | +4.5% | +247.8% |
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 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