+375.5%
RY vs VICR
+1,508.7%
-1,133.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.8% | -0.6% |
| 7D | -0.5% | +1.3% | -1.8% | -0.7% |
| 30D | -1.9% | -11.9% | +10.1% | -0.9% |
| 3M | +5.1% | -35.1% | +40.3% | +8.4% |
| 6M | +28.2% | +8.1% | +20.0% | +23.5% |
| YTD | +22.9% | +67.8% | -44.9% | +12.4% |
| 1Y | +45.5% | +267.3% | -221.8% | +21.5% |
| 3Y | +156.7% | +191.2% | -34.5% | +110.5% |
| 5Y | +137.7% | +48.1% | +89.6% | +100.0% |
| 10Y | +375.5% | +1,546.1% | -1,170.6% | +177.4% |
| All | +375.5% | +1,508.7% | -1,133.1% | +177.4% |
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