+213.8%
VICR vs BTG
+94.8%
+119.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.4% | +10.8% | +11.0% |
| 7D | +5.0% | -3.8% | +8.7% | +6.1% |
| 30D | -12.5% | +3.6% | -16.1% | -13.7% |
| 3M | -33.6% | +32.0% | -65.6% | -39.9% |
| 6M | +10.7% | +3.4% | +7.3% | +7.6% |
| YTD | +80.6% | +20.8% | +59.8% | +67.5% |
| 1Y | +288.4% | +22.4% | +265.9% | +254.4% |
| 3Y | +213.8% | +91.7% | +122.1% | +152.3% |
| All | +213.8% | +94.8% | +119.0% | +152.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling