+205.8%
RSP vs VICR
+1,679.8%
-1,473.9%
-39.0%
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% | -0.6% |
| 7D | -1.9% | +5.0% | -6.9% | -2.5% |
| 30D | -2.8% | -12.5% | +9.7% | -1.6% |
| 3M | +2.8% | -33.6% | +36.4% | +6.4% |
| 6M | +10.2% | +10.7% | -0.5% | +4.4% |
| YTD | +13.1% | +80.6% | -67.5% | -0.7% |
| 1Y | +14.8% | +288.4% | -273.6% | -10.6% |
| 3Y | +52.6% | +213.8% | -161.2% | +15.9% |
| 5Y | +51.6% | +58.8% | -7.2% | +19.2% |
| All | +205.8% | +1,679.8% | -1,473.9% | +56.9% |
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 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