+11,000.4%
RY vs VICR
+678.3%
+10,322.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.7% | -10.0% | -2.3% |
| 7D | -0.9% | -23.1% | +22.2% | +1.9% |
| 30D | +5.9% | -48.1% | +53.9% | +13.2% |
| 3M | -4.3% | -32.8% | +28.6% | -1.6% |
| 6M | +12.1% | -47.6% | +59.7% | +16.1% |
| YTD | +20.3% | +34.0% | -13.8% | +9.1% |
| 1Y | +41.0% | +65.0% | -24.0% | +24.5% |
| 3Y | +157.5% | +277.1% | -119.6% | +93.9% |
| 5Y | +123.2% | -5.3% | +128.5% | +86.8% |
| 10Y | +365.7% | +1,075.0% | -709.3% | +157.6% |
| All | +11,000.4% | +678.3% | +10,322.0% | +4,521.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling