+39,814.5%
RMD vs VICR
+1,002.2%
+38,812.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.5% | -5.7% | -3.5% |
| 7D | -4.5% | +9.8% | -14.3% | -5.6% |
| 30D | +4.6% | -12.6% | +17.2% | +5.9% |
| 3M | +14.8% | -29.7% | +44.5% | +17.5% |
| 6M | -12.1% | +18.8% | -30.9% | -18.0% |
| YTD | -7.5% | +76.4% | -83.9% | -19.0% |
| 1Y | -20.1% | +282.4% | -302.4% | -37.9% |
| 3Y | +53.9% | +206.2% | -152.3% | +16.7% |
| 5Y | -22.2% | +53.9% | -76.1% | -39.5% |
| 10Y | +268.2% | +1,572.3% | -1,304.1% | +92.4% |
| All | +39,814.5% | +1,002.2% | +38,812.3% | +16,590.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling