+159.7%
RY vs VICR
+281.9%
-122.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.7% | -10.0% | -1.8% |
| 7D | -0.9% | -23.1% | +22.2% | +0.4% |
| 30D | +5.9% | -48.1% | +53.9% | +9.4% |
| 3M | -4.3% | -32.8% | +28.6% | -3.0% |
| 6M | +12.1% | -47.6% | +59.7% | +14.1% |
| YTD | +20.3% | +34.0% | -13.8% | +13.1% |
| 1Y | +41.0% | +65.0% | -24.0% | +30.6% |
| All | +159.7% | +281.9% | -122.2% | +112.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling