+420.8%
RSG vs VICR
+1,679.8%
-1,258.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.4% | +0.4% |
| 7D | 0.0% | +5.0% | -5.0% | -0.2% |
| 30D | +4.0% | -12.5% | +16.4% | +4.3% |
| 3M | +7.4% | -33.6% | +41.0% | +8.3% |
| 6M | +0.1% | +10.7% | -10.6% | -2.2% |
| YTD | +6.0% | +80.6% | -74.6% | +0.6% |
| 1Y | -3.0% | +288.4% | -291.3% | -12.2% |
| 3Y | +56.5% | +213.8% | -157.3% | +39.9% |
| 5Y | +90.9% | +58.8% | +32.1% | +74.3% |
| All | +420.8% | +1,679.8% | -1,258.9% | +258.8% |
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