+1,601.7%
VICR vs RRC
+4.6%
+1,597.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.7% | +12.9% | +11.5% |
| 7D | +5.0% | -2.0% | +7.0% | +5.3% |
| 30D | -12.5% | +2.4% | -14.9% | -13.0% |
| 3M | -33.6% | +8.6% | -42.2% | -35.0% |
| 6M | +10.7% | -1.4% | +12.1% | +9.8% |
| YTD | +80.6% | +17.3% | +63.3% | +72.8% |
| 1Y | +288.4% | +18.1% | +270.2% | +269.8% |
| 3Y | +213.8% | +32.8% | +181.0% | +191.0% |
| 5Y | +58.8% | +147.6% | -88.7% | +28.1% |
| All | +1,601.7% | +4.6% | +1,597.1% | +1,181.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling