+42.5%
DD vs VICR
+178.2%
-135.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.1% |
| 7D | -2.9% | -0.4% | -2.5% | -2.9% |
| 30D | -11.5% | -15.6% | +4.1% | -9.9% |
| 3M | -5.4% | -35.4% | +30.0% | -1.7% |
| 6M | -6.9% | +1.3% | -8.2% | -10.8% |
| YTD | +6.9% | +62.5% | -55.6% | -4.6% |
| 1Y | +35.6% | +255.5% | -219.8% | +6.7% |
| All | +42.5% | +178.2% | -135.7% | +9.2% |
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 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