+1,601.7%
VICR vs RVTY
+145.6%
+1,456.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.8% | +8.4% | +9.3% |
| 7D | +5.0% | -4.5% | +9.5% | +8.3% |
| 30D | -12.5% | +5.5% | -17.9% | -15.8% |
| 3M | -33.6% | +22.5% | -56.1% | -43.2% |
| 6M | +10.7% | +38.9% | -28.2% | -14.1% |
| YTD | +80.6% | +28.7% | +51.8% | +46.0% |
| 1Y | +288.4% | +45.5% | +242.9% | +186.6% |
| 3Y | +213.8% | +16.4% | +197.4% | +158.0% |
| 5Y | +58.8% | -32.7% | +91.6% | +93.4% |
| All | +1,601.7% | +145.6% | +1,456.1% | +655.5% |
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