+211.0%
RSP vs VICR
+978.3%
-767.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.6% |
| 7D | +2.4% | +8.3% | -5.9% | +1.4% |
| 30D | +4.3% | -35.2% | +39.5% | +8.6% |
| 3M | -0.3% | -29.8% | +29.5% | +1.8% |
| 6M | +9.8% | -48.6% | +58.4% | +14.3% |
| YTD | +16.8% | +45.1% | -28.3% | +3.5% |
| 1Y | +19.5% | +79.6% | -60.1% | +2.7% |
| 3Y | +65.1% | +335.4% | -270.2% | +17.3% |
| 5Y | +48.7% | -1.0% | +49.7% | +24.1% |
| All | +211.0% | +978.3% | -767.3% | +69.7% |
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