+4,062.6%
RBA vs VICR
+590.5%
+3,472.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.4% | +1.3% |
| 7D | +1.7% | +8.3% | -6.5% | +0.9% |
| 30D | +8.3% | -35.2% | +43.5% | +12.0% |
| 3M | +10.5% | -29.8% | +40.4% | +12.4% |
| 6M | -5.9% | -48.6% | +42.7% | -2.9% |
| YTD | -6.9% | +45.1% | -52.0% | -15.1% |
| 1Y | -4.9% | +79.6% | -84.4% | -15.2% |
| 3Y | +64.5% | +335.4% | -270.9% | +27.4% |
| 5Y | +46.1% | -1.0% | +47.1% | +25.3% |
| 10Y | +208.2% | +993.1% | -784.9% | +92.9% |
| All | +4,062.6% | +590.5% | +3,472.1% | +2,222.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling