+354.3%
RY vs VICR
+1,071.4%
-717.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | +0.2% |
| 7D | -3.0% | +5.7% | -8.7% | -3.6% |
| 30D | +6.3% | -35.2% | +41.5% | +9.7% |
| 3M | -2.6% | -20.3% | +17.7% | -2.1% |
| 6M | +13.9% | -46.3% | +60.2% | +17.2% |
| YTD | +21.7% | +53.4% | -31.7% | +10.7% |
| 1Y | +40.4% | +81.6% | -41.1% | +25.5% |
| 3Y | +161.3% | +360.5% | -199.2% | +101.7% |
| 5Y | +126.5% | +4.4% | +122.1% | +97.4% |
| 10Y | +354.3% | +1,055.3% | -701.0% | +183.5% |
| All | +354.3% | +1,071.4% | -717.1% | +183.5% |
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