+165.0%
RTX vs VICR
+47.2%
+117.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | -0.4% |
| 7D | -1.6% | +1.3% | -2.9% | -1.7% |
| 30D | -11.6% | -11.9% | +0.4% | -11.1% |
| 3M | +9.2% | -35.1% | +44.3% | +10.6% |
| 6M | -4.4% | +8.1% | -12.6% | -6.8% |
| YTD | +8.9% | +67.8% | -58.9% | +3.2% |
| 1Y | +32.1% | +267.3% | -235.2% | +19.5% |
| 3Y | +151.2% | +191.2% | -40.0% | +125.5% |
| All | +165.0% | +47.2% | +117.7% | +133.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling