-7.0%
DASH vs VICR
-6.0%
-1.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.9% | -1.6% |
| 7D | +0.4% | -23.1% | +23.5% | +4.3% |
| 30D | -6.0% | -48.1% | +42.0% | +3.4% |
| 3M | -15.8% | -32.8% | +17.1% | -13.0% |
| 6M | +7.0% | -47.6% | +54.6% | +10.4% |
| YTD | -20.7% | +34.0% | -54.7% | -37.2% |
| 1Y | -8.5% | +65.0% | -73.5% | -31.6% |
| 3Y | +101.8% | +277.1% | -175.3% | +4.7% |
| All | -7.0% | -6.0% | -1.0% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling