+1,601.7%
VICR vs BG
+166.7%
+1,435.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.7% | +12.9% | +11.9% |
| 7D | +5.0% | +3.1% | +1.8% | +3.6% |
| 30D | -12.5% | +10.2% | -22.7% | -16.2% |
| 3M | -33.6% | -1.7% | -31.9% | -34.0% |
| 6M | +10.7% | +1.0% | +9.7% | +8.4% |
| YTD | +80.6% | +39.9% | +40.7% | +53.2% |
| 1Y | +288.4% | +53.2% | +235.1% | +213.9% |
| 3Y | +213.8% | +16.3% | +197.5% | +180.0% |
| 5Y | +58.8% | +83.9% | -25.0% | +8.3% |
| All | +1,601.7% | +166.7% | +1,435.0% | +792.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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