+1,020.4%
DD vs VICR
+12,339.4%
-11,319.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.6% |
| 7D | -0.6% | +9.8% | -10.4% | -2.1% |
| 30D | -7.4% | -12.6% | +5.2% | -5.8% |
| 3M | -6.4% | -29.7% | +23.3% | -3.0% |
| 6M | -2.5% | +18.8% | -21.3% | -9.0% |
| YTD | +10.2% | +76.4% | -66.1% | -4.4% |
| 1Y | +36.9% | +282.4% | -245.4% | +3.1% |
| 3Y | +47.0% | +206.2% | -159.2% | +8.2% |
| 5Y | +63.1% | +53.9% | +9.2% | +24.1% |
| 10Y | +68.2% | +1,572.3% | -1,504.1% | -18.9% |
| All | +1,020.4% | +12,339.4% | -11,319.0% | +231.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling