+27.2%
DBX vs VICR
+209.3%
-182.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.2% | -9.7% | +1.6% |
| 7D | +2.1% | +5.0% | -2.9% | +2.2% |
| 30D | +5.7% | -12.5% | +18.2% | +5.5% |
| 3M | +31.8% | -33.6% | +65.4% | +31.4% |
| 6M | +37.5% | +10.7% | +26.8% | +35.5% |
| YTD | +27.9% | +80.6% | -52.7% | +23.3% |
| 1Y | +15.0% | +288.4% | -273.3% | +6.6% |
| 3Y | +27.2% | +213.8% | -186.6% | +22.8% |
| All | +27.2% | +209.3% | -182.1% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling