+271.5%
RMD vs VICR
+1,679.8%
-1,408.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.2% | -11.8% | -1.8% |
| 7D | -4.4% | +5.0% | -9.4% | -5.0% |
| 30D | -3.1% | -12.5% | +9.3% | -2.2% |
| 3M | +13.8% | -33.6% | +47.4% | +16.8% |
| 6M | -8.6% | +10.7% | -19.2% | -14.1% |
| YTD | -8.6% | +80.6% | -89.2% | -20.5% |
| 1Y | -19.7% | +288.4% | -308.0% | -38.0% |
| 3Y | +48.4% | +213.8% | -165.4% | +11.1% |
| 5Y | -22.7% | +58.8% | -81.6% | -39.9% |
| All | +271.5% | +1,679.8% | -1,408.3% | +86.3% |
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