+1,601.7%
VICR vs BTG
+159.3%
+1,442.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.4% | +10.8% | +11.1% |
| 7D | +5.0% | -3.8% | +8.7% | +5.7% |
| 30D | -12.5% | +3.6% | -16.1% | -13.3% |
| 3M | -33.6% | +32.0% | -65.6% | -37.8% |
| 6M | +10.7% | +3.4% | +7.3% | +8.6% |
| YTD | +80.6% | +20.8% | +59.8% | +72.0% |
| 1Y | +288.4% | +22.4% | +265.9% | +267.2% |
| 3Y | +213.8% | +91.7% | +122.1% | +169.3% |
| 5Y | +58.8% | +79.0% | -20.1% | +35.7% |
| All | +1,601.7% | +159.3% | +1,442.4% | +1,347.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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