+1,601.7%
VICR vs BNS
+188.9%
+1,412.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.7% | +10.5% | +10.6% |
| 7D | +5.0% | -0.4% | +5.4% | +5.4% |
| 30D | -12.5% | +3.5% | -15.9% | -15.0% |
| 3M | -33.6% | +14.1% | -47.7% | -40.5% |
| 6M | +10.7% | +33.8% | -23.1% | -12.6% |
| YTD | +80.6% | +29.5% | +51.1% | +46.9% |
| 1Y | +288.4% | +48.4% | +240.0% | +181.6% |
| 3Y | +213.8% | +129.6% | +84.2% | +57.6% |
| 5Y | +58.8% | +96.1% | -37.2% | -9.1% |
| All | +1,601.7% | +188.9% | +1,412.8% | +603.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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