+210.3%
RSP vs VICR
+1,016.5%
-806.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | -0.6% |
| 7D | +1.8% | +21.9% | -20.1% | -0.6% |
| 30D | +3.5% | -38.4% | +41.9% | +8.4% |
| 3M | +0.2% | -27.2% | +27.4% | +1.9% |
| 6M | +9.1% | -43.7% | +52.8% | +12.3% |
| YTD | +16.6% | +50.3% | -33.7% | +2.9% |
| 1Y | +17.9% | +74.6% | -56.6% | +1.8% |
| 3Y | +64.6% | +351.2% | -286.6% | +16.4% |
| 5Y | +48.4% | +2.5% | +45.9% | +23.3% |
| All | +210.3% | +1,016.5% | -806.2% | +68.7% |
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