+1,601.7%
VICR vs RJF
+429.3%
+1,172.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | 0.0% | +11.2% | +11.2% |
| 7D | +5.0% | -2.7% | +7.7% | +6.9% |
| 30D | -12.5% | -4.3% | -8.2% | -10.1% |
| 3M | -33.6% | +15.7% | -49.3% | -40.9% |
| 6M | +10.7% | +17.8% | -7.1% | -3.0% |
| YTD | +80.6% | +9.2% | +71.4% | +66.3% |
| 1Y | +288.4% | +2.8% | +285.6% | +272.3% |
| 3Y | +213.8% | +69.5% | +144.3% | +111.1% |
| 5Y | +58.8% | +105.9% | -47.1% | -8.1% |
| All | +1,601.7% | +429.3% | +1,172.4% | +359.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling