+267.4%
RTX vs VICR
+978.3%
-710.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.4% |
| 7D | +4.8% | +8.3% | -3.5% | +4.0% |
| 30D | +6.5% | -35.2% | +41.7% | +9.9% |
| 3M | -9.6% | -29.8% | +20.2% | -8.2% |
| 6M | +12.3% | -48.6% | +60.9% | +15.7% |
| YTD | +9.5% | +45.1% | -35.7% | -1.4% |
| 1Y | +15.8% | +79.6% | -63.7% | +1.8% |
| 3Y | +157.0% | +335.4% | -178.4% | +93.6% |
| 5Y | +148.8% | -1.0% | +149.8% | +117.8% |
| All | +267.4% | +978.3% | -710.9% | +114.8% |
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