+661.1%
BX vs VICR
+1,679.8%
-1,018.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.2% | -8.7% | +0.3% |
| 7D | -5.6% | +5.0% | -10.6% | -6.6% |
| 30D | -12.2% | -12.5% | +0.2% | -10.5% |
| 3M | +7.4% | -33.6% | +41.0% | +13.3% |
| 6M | +22.2% | +10.7% | +11.5% | +11.2% |
| YTD | -14.0% | +80.6% | -94.6% | -30.9% |
| 1Y | -27.3% | +288.4% | -315.7% | -52.2% |
| 3Y | +24.5% | +213.8% | -189.2% | -20.4% |
| 5Y | +18.9% | +58.8% | -40.0% | -19.7% |
| All | +661.1% | +1,679.8% | -1,018.7% | +212.6% |
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 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