-20.9%
RMD vs VICR
+57.6%
-78.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.2% | -11.8% | -1.2% |
| 7D | -4.4% | +5.0% | -9.4% | -4.7% |
| 30D | -3.1% | -12.5% | +9.3% | -2.7% |
| 3M | +13.8% | -33.6% | +47.4% | +15.4% |
| 6M | -8.6% | +10.7% | -19.2% | -12.3% |
| YTD | -8.6% | +80.6% | -89.2% | -16.6% |
| 1Y | -19.7% | +288.4% | -308.0% | -32.3% |
| 3Y | +48.4% | +213.8% | -165.4% | +22.3% |
| All | -20.9% | +57.6% | -78.6% | -34.9% |
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