+135.0%
DAL vs VICR
+1,508.7%
-1,373.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | +0.7% |
| 7D | +0.8% | +1.3% | -0.5% | +0.5% |
| 30D | -11.7% | -11.9% | +0.2% | -10.0% |
| 3M | -2.7% | -35.1% | +32.4% | +3.1% |
| 6M | +30.7% | +8.1% | +22.5% | +21.9% |
| YTD | +14.4% | +67.8% | -53.4% | -2.9% |
| 1Y | +31.2% | +267.3% | -236.1% | -6.4% |
| 3Y | +99.4% | +191.2% | -91.8% | +39.3% |
| 5Y | +98.6% | +48.1% | +50.5% | +44.8% |
| 10Y | +135.0% | +1,546.1% | -1,411.1% | +1.2% |
| All | +135.0% | +1,508.7% | -1,373.7% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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