+141.8%
RY vs VICR
+53.8%
+88.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.9% |
| 7D | +2.7% | +9.8% | -7.1% | +2.1% |
| 30D | -1.0% | -12.6% | +11.6% | -0.2% |
| 3M | +7.6% | -29.7% | +37.3% | +9.4% |
| 6M | +29.5% | +18.8% | +10.6% | +25.3% |
| YTD | +24.2% | +76.4% | -52.2% | +16.3% |
| 1Y | +46.4% | +282.4% | -236.0% | +28.9% |
| 3Y | +159.4% | +206.2% | -46.8% | +125.0% |
| 5Y | +141.8% | +53.9% | +87.9% | +106.9% |
| All | +141.8% | +53.8% | +88.1% | +106.9% |
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