+7.9%
RRX vs VICR
+209.3%
-201.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.2% | -7.5% | +0.8% |
| 7D | -0.3% | +5.0% | -5.3% | -1.7% |
| 30D | -6.1% | -12.5% | +6.3% | -3.5% |
| 3M | -23.1% | -33.6% | +10.6% | -16.4% |
| 6M | -19.5% | +10.7% | -30.2% | -25.0% |
| YTD | +16.1% | +80.6% | -64.5% | -4.7% |
| 1Y | +12.9% | +288.4% | -275.4% | -25.2% |
| 3Y | +7.9% | +213.8% | -205.9% | -32.5% |
| All | +7.9% | +209.3% | -201.3% | -32.5% |
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