+27.4%
RBA vs VICR
+201.6%
-174.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.1% |
| 7D | -1.1% | +9.8% | -10.9% | -1.4% |
| 30D | -13.2% | -12.6% | -0.6% | -12.9% |
| 3M | -21.4% | -29.7% | +8.3% | -20.6% |
| 6M | -20.9% | +18.8% | -39.7% | -23.1% |
| YTD | -19.9% | +76.4% | -96.2% | -24.2% |
| 1Y | -28.7% | +282.4% | -311.0% | -35.9% |
| 3Y | +27.4% | +206.2% | -178.8% | +12.6% |
| All | +27.4% | +201.6% | -174.2% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling