+902.5%
VICR vs BG
+1,192.5%
-290.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.0% | -3.6% |
| 7D | -0.4% | +3.7% | -4.1% | -2.1% |
| 30D | -15.6% | +12.3% | -27.9% | -20.2% |
| 3M | -35.4% | -2.2% | -33.2% | -35.7% |
| 6M | +1.3% | +5.3% | -4.0% | -3.0% |
| YTD | +62.5% | +42.4% | +20.0% | +35.1% |
| 1Y | +255.5% | +55.2% | +200.3% | +181.5% |
| 3Y | +182.0% | +21.0% | +161.0% | +144.0% |
| 5Y | +42.9% | +87.1% | -44.2% | -3.5% |
| 10Y | +1,494.0% | +169.8% | +1,324.2% | +740.0% |
| All | +902.5% | +1,192.5% | -290.0% | +249.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling