+53.7%
RMBS vs VICR
+209.3%
-155.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.2% | -9.3% | -2.8% |
| 7D | +1.8% | +5.0% | -3.2% | -0.6% |
| 30D | -13.9% | -12.5% | -1.4% | -9.7% |
| 3M | -39.8% | -33.6% | -6.2% | -30.0% |
| 6M | -6.0% | +10.7% | -16.7% | -12.1% |
| YTD | -5.4% | +80.6% | -85.9% | -28.1% |
| 1Y | -1.8% | +288.4% | -290.2% | -46.4% |
| 3Y | +53.7% | +213.8% | -160.1% | -16.5% |
| All | +53.7% | +209.3% | -155.6% | -16.5% |
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