+851.5%
DE vs VICR
+1,679.8%
-828.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.2% | -11.5% | -1.6% |
| 7D | -2.6% | +5.0% | -7.5% | -3.2% |
| 30D | +9.0% | -12.5% | +21.5% | +10.3% |
| 3M | +19.1% | -33.6% | +52.7% | +23.3% |
| 6M | +14.4% | +10.7% | +3.7% | +8.9% |
| YTD | +45.9% | +80.6% | -34.6% | +29.3% |
| 1Y | +43.6% | +288.4% | -244.8% | +13.4% |
| 3Y | +75.9% | +213.8% | -137.9% | +35.3% |
| 5Y | +98.8% | +58.8% | +39.9% | +58.8% |
| All | +851.5% | +1,679.8% | -828.3% | +392.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling