+199.9%
RBA vs VICR
+1,679.8%
-1,479.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +11.2% | -7.4% | +2.8% |
| 7D | +0.1% | +5.0% | -4.9% | -0.4% |
| 30D | -2.9% | -12.5% | +9.5% | -2.0% |
| 3M | -20.9% | -33.6% | +12.7% | -18.8% |
| 6M | -17.7% | +10.7% | -28.3% | -21.1% |
| YTD | -18.2% | +80.6% | -98.7% | -26.0% |
| 1Y | -29.1% | +288.4% | -317.5% | -41.6% |
| 3Y | +29.5% | +213.8% | -184.3% | +4.5% |
| 5Y | +40.2% | +58.8% | -18.6% | +16.9% |
| All | +199.9% | +1,679.8% | -1,479.9% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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