+54.2%
RGTI vs VICR
+132.2%
-78.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.2% | -10.4% | -3.4% |
| 7D | +0.5% | +5.0% | -4.5% | -1.6% |
| 30D | -17.1% | -12.5% | -4.6% | -13.5% |
| 3M | -26.0% | -33.6% | +7.6% | -16.0% |
| 6M | -9.9% | +10.7% | -20.5% | -18.3% |
| YTD | -31.1% | +80.6% | -111.6% | -48.5% |
| 1Y | -8.5% | +288.4% | -296.9% | -50.6% |
| 3Y | +652.2% | +213.8% | +438.4% | +309.4% |
| 5Y | +56.8% | +58.8% | -2.1% | -17.5% |
| All | +54.2% | +132.2% | -78.0% | -18.4% |
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