+301.8%
RL vs VICR
+1,501.2%
-1,199.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.9% |
| 7D | -2.2% | -0.4% | -1.8% | -2.1% |
| 30D | -15.3% | -15.6% | +0.2% | -13.3% |
| 3M | -10.3% | -35.4% | +25.0% | -5.8% |
| 6M | -2.2% | +1.3% | -3.5% | -8.0% |
| YTD | -4.3% | +62.5% | -66.8% | -18.5% |
| 1Y | +8.9% | +255.5% | -246.6% | -21.6% |
| 3Y | +201.4% | +182.0% | +19.4% | +112.5% |
| 5Y | +230.6% | +42.9% | +187.7% | +142.7% |
| All | +301.8% | +1,501.2% | -1,199.3% | +85.1% |
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