+912.2%
BX vs VICR
+1,428.5%
-516.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.9% | +1.2% | -2.3% |
| 7D | -5.7% | +1.3% | -6.9% | -6.1% |
| 30D | -8.9% | -11.9% | +3.1% | -6.6% |
| 3M | +8.4% | -35.1% | +43.5% | +17.1% |
| 6M | +18.9% | +8.1% | +10.8% | +5.3% |
| YTD | -13.6% | +67.8% | -81.4% | -34.2% |
| 1Y | -22.4% | +267.3% | -289.7% | -54.7% |
| 3Y | +26.0% | +191.2% | -165.2% | -29.1% |
| 5Y | +18.8% | +48.1% | -29.3% | -28.4% |
| 10Y | +668.7% | +1,546.1% | -877.4% | +63.4% |
| All | +912.2% | +1,428.5% | -516.3% | +34.2% |
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