+213.8%
VICR vs BNS
+130.5%
+83.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.7% | +10.5% | +10.5% |
| 7D | +5.0% | -0.4% | +5.4% | +5.4% |
| 30D | -12.5% | +3.5% | -15.9% | -15.5% |
| 3M | -33.6% | +14.1% | -47.7% | -41.8% |
| 6M | +10.7% | +33.8% | -23.1% | -16.7% |
| YTD | +80.6% | +29.5% | +51.1% | +40.4% |
| 1Y | +288.4% | +48.4% | +240.0% | +168.4% |
| 3Y | +213.8% | +129.6% | +84.2% | +41.0% |
| All | +213.8% | +130.5% | +83.3% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling