+99.6%
DE vs VICR
+57.6%
+42.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.2% | -11.5% | -1.1% |
| 7D | -2.6% | +5.0% | -7.5% | -2.9% |
| 30D | +9.0% | -12.5% | +21.5% | +9.8% |
| 3M | +19.1% | -33.6% | +52.7% | +21.7% |
| 6M | +14.4% | +10.7% | +3.7% | +11.3% |
| YTD | +45.9% | +80.6% | -34.6% | +36.3% |
| 1Y | +43.6% | +288.4% | -244.8% | +25.5% |
| 3Y | +75.9% | +213.8% | -137.9% | +50.9% |
| All | +99.6% | +57.6% | +42.0% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling