+249.8%
VICR vs BAM
+78.0%
+171.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.0% |
| 7D | +0.4% | -2.0% | +2.4% | +1.9% |
| 30D | -13.9% | -2.9% | -11.0% | -12.8% |
| 3M | -38.4% | +9.4% | -47.8% | -43.1% |
| 6M | -7.2% | +10.8% | -18.0% | -15.3% |
| YTD | +72.0% | -0.4% | +72.5% | +67.9% |
| 1Y | +263.3% | -10.9% | +274.2% | +284.7% |
| 3Y | +173.3% | +61.3% | +112.0% | +89.4% |
| All | +249.8% | +78.0% | +171.9% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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