+246.9%
RL vs VICR
+53.8%
+193.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.7% | -1.5% |
| 7D | +1.9% | +9.8% | -8.0% | +0.4% |
| 30D | -12.2% | -12.6% | +0.4% | -10.9% |
| 3M | -6.6% | -29.7% | +23.1% | -3.7% |
| 6M | +3.2% | +18.8% | -15.7% | -5.0% |
| YTD | -1.3% | +76.4% | -77.7% | -15.8% |
| 1Y | +13.6% | +282.4% | -268.8% | -16.7% |
| 3Y | +210.9% | +206.2% | +4.7% | +122.5% |
| 5Y | +246.9% | +53.9% | +192.9% | +144.9% |
| All | +246.9% | +53.8% | +193.1% | +144.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling