+1,059.0%
RMBS vs VICR
+1,026.8%
+32.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.9% | +5.8% | +2.4% |
| 7D | +3.5% | +1.3% | +2.2% | +3.0% |
| 30D | -8.6% | -11.9% | +3.4% | -5.3% |
| 3M | -40.3% | -35.1% | -5.2% | -32.3% |
| 6M | -1.0% | +8.1% | -9.1% | -5.0% |
| YTD | -4.6% | +67.8% | -72.4% | -21.0% |
| 1Y | +17.6% | +267.3% | -249.7% | -24.5% |
| 3Y | +58.6% | +191.2% | -132.6% | +2.2% |
| 5Y | +270.9% | +48.1% | +222.8% | +154.1% |
| 10Y | +569.1% | +1,546.1% | -977.0% | +91.8% |
| All | +1,059.0% | +1,026.8% | +32.2% | +166.7% |
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