+463.5%
BTSG vs VICR
+391.9%
+71.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.1% |
| 7D | +2.9% | +1.3% | +1.6% | +2.6% |
| 30D | +0.9% | -11.9% | +12.8% | +2.6% |
| 3M | +1.6% | -35.1% | +36.8% | +7.0% |
| 6M | +46.8% | +8.1% | +38.7% | +37.4% |
| YTD | +65.5% | +67.8% | -2.2% | +41.1% |
| 1Y | +136.2% | +267.3% | -131.1% | +71.1% |
| All | +463.5% | +391.9% | +71.7% | +271.8% |
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