+11,448.1%
RY vs VICR
+899.1%
+10,549.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -1.4% |
| 7D | +3.1% | +0.4% | +2.7% | +3.0% |
| 30D | -0.3% | -13.9% | +13.6% | +1.2% |
| 3M | +8.7% | -38.4% | +47.1% | +13.5% |
| 6M | +28.5% | -7.2% | +35.7% | +25.1% |
| YTD | +25.1% | +72.0% | -46.9% | +12.1% |
| 1Y | +46.3% | +263.3% | -217.0% | +18.0% |
| 3Y | +154.9% | +173.3% | -18.3% | +102.6% |
| 5Y | +140.3% | +47.3% | +93.0% | +93.3% |
| 10Y | +377.0% | +1,495.2% | -1,118.1% | +158.4% |
| All | +11,448.1% | +899.1% | +10,549.0% | +4,649.0% |
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