+18.7%
DBX vs VICR
+700.5%
-681.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.5% | -3.2% |
| 7D | -1.3% | +9.8% | -11.2% | -2.3% |
| 30D | -2.9% | -12.6% | +9.7% | -1.8% |
| 3M | +23.8% | -29.7% | +53.5% | +26.5% |
| 6M | +26.2% | +18.8% | +7.4% | +16.7% |
| YTD | +21.6% | +76.4% | -54.8% | +4.9% |
| 1Y | +11.4% | +282.4% | -270.9% | -16.0% |
| 3Y | +21.3% | +206.2% | -184.9% | -11.6% |
| 5Y | +6.7% | +53.9% | -47.2% | -18.2% |
| All | +18.7% | +700.5% | -681.8% | -40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling