+1,601.7%
VICR vs RRC
+4.9%
+1,596.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.5% | +12.7% | +11.4% |
| 7D | +5.0% | -1.8% | +6.8% | +5.3% |
| 30D | -12.5% | +2.7% | -15.1% | -13.0% |
| 3M | -33.6% | +8.8% | -42.4% | -35.1% |
| 6M | +10.7% | -1.2% | +11.9% | +9.8% |
| YTD | +80.6% | +17.6% | +63.0% | +72.7% |
| 1Y | +288.4% | +18.4% | +269.9% | +269.6% |
| 3Y | +213.8% | +33.1% | +180.7% | +190.9% |
| 5Y | +58.8% | +148.2% | -89.3% | +28.0% |
| All | +1,601.7% | +4.9% | +1,596.8% | +1,181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded RRC 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling