+182.3%
VICR vs RJF
+69.1%
+113.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.5% |
| 7D | -0.4% | -4.2% | +3.8% | +2.1% |
| 30D | -15.6% | -3.6% | -12.0% | -13.8% |
| 3M | -35.4% | +15.6% | -51.0% | -42.1% |
| 6M | +1.3% | +17.6% | -16.3% | -10.8% |
| YTD | +62.5% | +9.2% | +53.2% | +50.0% |
| 1Y | +255.5% | +5.5% | +249.9% | +235.5% |
| All | +182.3% | +69.1% | +113.2% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling