+207.7%
RBA vs VICR
+978.3%
-770.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.4% | +1.2% |
| 7D | +1.7% | +8.3% | -6.5% | +1.0% |
| 30D | +8.3% | -35.2% | +43.5% | +11.6% |
| 3M | +10.5% | -29.8% | +40.4% | +12.2% |
| 6M | -5.9% | -48.6% | +42.7% | -3.1% |
| YTD | -6.9% | +45.1% | -52.0% | -15.3% |
| 1Y | -4.9% | +79.6% | -84.4% | -15.5% |
| 3Y | +64.5% | +335.4% | -270.9% | +25.9% |
| 5Y | +46.1% | -1.0% | +47.1% | +28.0% |
| All | +207.7% | +978.3% | -770.7% | +76.6% |
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