-8.9%
DASH vs VICR
+90.2%
-99.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.8% |
| 7D | -4.1% | +21.9% | -26.0% | -7.6% |
| 30D | -10.6% | -38.4% | +27.8% | -4.1% |
| 3M | -18.8% | -27.2% | +8.4% | -17.2% |
| 6M | +11.2% | -43.7% | +54.9% | +14.7% |
| YTD | -23.8% | +50.3% | -74.1% | -41.5% |
| 1Y | -12.2% | +74.6% | -86.7% | -35.4% |
| 3Y | +97.3% | +351.2% | -253.9% | -4.3% |
| 5Y | -29.8% | +2.5% | -32.3% | -49.3% |
| All | -8.9% | +90.2% | -99.2% | -49.5% |
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