+213.8%
VICR vs BG
+18.0%
+195.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.7% | +12.9% | +11.5% |
| 7D | +5.0% | +3.1% | +1.8% | +4.2% |
| 30D | -12.5% | +10.2% | -22.7% | -14.5% |
| 3M | -33.6% | -1.7% | -31.9% | -33.3% |
| 6M | +10.7% | +1.0% | +9.7% | +10.0% |
| YTD | +80.6% | +39.9% | +40.7% | +62.2% |
| 1Y | +288.4% | +53.2% | +235.1% | +237.2% |
| 3Y | +213.8% | +16.3% | +197.5% | +194.0% |
| All | +213.8% | +18.0% | +195.8% | +194.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling