+1,022.7%
DD vs VICR
+12,032.5%
-11,009.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | -0.5% |
| 7D | -3.5% | +0.4% | -3.9% | -3.6% |
| 30D | -10.3% | -13.9% | +3.6% | -8.5% |
| 3M | -7.5% | -38.4% | +30.9% | -2.2% |
| 6M | -8.0% | -7.2% | -0.8% | -10.8% |
| YTD | +10.5% | +72.0% | -61.6% | -3.8% |
| 1Y | +38.3% | +263.3% | -225.0% | +5.0% |
| 3Y | +42.5% | +173.3% | -130.8% | +6.8% |
| 5Y | +60.2% | +47.3% | +12.9% | +22.7% |
| 10Y | +68.9% | +1,495.2% | -1,426.3% | -18.0% |
| All | +1,022.7% | +12,032.5% | -11,009.8% | +233.2% |
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 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