+1,044.2%
VICR vs RVTY
+211.6%
+832.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -2.3% |
| 7D | +8.3% | -0.5% | +8.7% | +8.8% |
| 30D | -35.2% | +1.5% | -36.7% | -35.1% |
| 3M | -29.8% | +31.5% | -61.3% | -41.6% |
| 6M | -48.6% | +62.7% | -111.2% | -63.7% |
| YTD | +45.1% | +60.0% | -14.9% | +1.8% |
| 1Y | +79.6% | +65.7% | +13.8% | +22.3% |
| 3Y | +335.4% | +85.2% | +250.2% | +161.6% |
| 5Y | -1.0% | -14.9% | +13.9% | +3.4% |
| All | +1,044.2% | +211.6% | +832.7% | +327.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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