+122.9%
RY vs VICR
-8.1%
+131.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.7% | -10.0% | -1.8% |
| 7D | -0.9% | -23.1% | +22.2% | +0.5% |
| 30D | +5.9% | -48.1% | +53.9% | +9.7% |
| 3M | -4.3% | -32.8% | +28.6% | -2.9% |
| 6M | +12.1% | -47.6% | +59.7% | +14.3% |
| YTD | +20.3% | +34.0% | -13.8% | +13.6% |
| 1Y | +41.0% | +65.0% | -24.0% | +31.2% |
| 3Y | +157.5% | +277.1% | -119.6% | +119.0% |
| All | +122.9% | -8.1% | +131.0% | +96.1% |
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 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